Linear Recursive Equations, Covariance Selection, and Path Analysis
From MaRDI portal
Publication:3930491
DOI10.2307/2287189zbMATH Open0475.62056OpenAlexW4232798234MaRDI QIDQ3930491FDOQ3930491
Authors: Nanny Wermuth
Publication date: 1980
Full work available at URL: https://doi.org/10.2307/2287189
multiplicative modelsmaximum likelihood estimatesdecomposable modelsone-to-one transformations of covariance matricesreducible zero pattern
Linear inference, regression (62J99) Applications of statistics to economics (62P20) Applications of statistics to social sciences (62P25)
Cited In (29)
- Identifying small mean-reverting portfolios
- Covariance estimation: the GLM and regularization perspectives
- The cost of using decomposable Gaussian graphical models for computational convenience
- Bayesian approaches for large biological networks
- Fitting very large sparse Gaussian graphical models
- On the relation between conditional independence models determined by finite distributive lattices and by directed acyclic graphs
- What are the Most Important Statistical Ideas of the Past 50 Years?
- Recursive linear mixed models:some results on shared parameter estimation
- Wishart distributions for decomposable covariance graph models
- Estimating and modeling spatio-temporal correlation structures for river monitoring networks
- Chordal graph models of contingency tables
- Estimating Bayesian networks for high-dimensional data with complex mean structure and random effects
- Enriched conjugate and reference priors for the Wishart family on symmetric cones
- Normal linear regression models with recursive graphical Markov structure
- Comments on: Sequences of regressions and their independences
- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
- A SINful approach to Gaussian graphical model selection
- Sequences of regressions and their independences
- Multiple testing and error control in Gaussian graphical model selection
- On the Letac-Massam conjecture and existence of high dimensional Bayes estimators for graphical models
- Triangular systems for symmetric binary variables
- A review of Gaussian Markov models for conditional independence
- Information and probabilistic reasoning
- An incomplete data approach to the analysis of covariance structures
- A characterization of moral transitive acyclic directed graph Markov models as labeled trees.
- On generating random Gaussian graphical models
- A note on the correctness of the causal ordering algorithm
- Efficient local updates for undirected graphical models
- Covariance chains
This page was built for publication: Linear Recursive Equations, Covariance Selection, and Path Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3930491)