On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors

DOI10.1111/1467-9469.00157MaRDI QIDQ4956044zbMATH OpenOpenAlexFDO

Authors Jan T. A. Koster

Publication date 24 May 2000

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00157

zbMATH Keywords

graphical model\(d\)-separationMarkov propertylinear structural equation modelpath diagrammarginalizationGaussian equations system

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cited in

(22)

• Granger causality and path diagrams for multivariate time series
• Ancestral graph Markov models.
• On the causal interpretation of acyclic mixed graphs under multivariate normality
• Markov properties for linear causal models with correlated errors
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• On a Dualization of Graphical Gaussian Models: A Correction Note
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• On a hypergraph probabilistic graphical model
• Extracting informative variables in the validation of two-group causal relationship
• Discrete chain graph models
• scientific article; zbMATH DE number 7255130 (Why is no real title available?)
• Foundations of structural causal models with cycles and latent variables
• Markov equivalence of marginalized local independence graphs
• Graphical modeling of stochastic processes driven by correlated noise
• Multiple testing and error control in Gaussian graphical model selection
• The maximum likelihood threshold of a path diagram
• Mixed orthogonality graphs for continuous-time stationary processes
• A review of Gaussian Markov models for conditional independence
• Graphical models for multivariate Markov chains
• Markov Properties for Acyclic Directed Mixed Graphs
• Beyond the mean: a flexible framework for studying causal effects using linear models
• Covariance chains

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