On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors
From MaRDI portal
Publication:4956044
DOI10.1111/1467-9469.00157zbMATH Open0947.60057OpenAlexW2161908604MaRDI QIDQ4956044FDOQ4956044
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
Recommendations
- Rigorous validation of stochastic transition paths
- scientific article; zbMATH DE number 6450685
- Path decompositions for Markov chains.
- scientific article; zbMATH DE number 5200722
- scientific article; zbMATH DE number 591273
- scientific article; zbMATH DE number 3176040
- Transition Path Theory for Markov Jump Processes
- scientific article; zbMATH DE number 3907513
- Intersection conductance and canonical alternating paths: methods for general finite Markov chains
graphical model\(d\)-separationMarkov propertylinear structural equation modelpath diagrammarginalizationGaussian equations system
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
- Graphical modelling of multivariate time series
- On a Dualization of Graphical Gaussian Models: A Correction Note
- Title not available (Why is that?)
- On a hypergraph probabilistic graphical model
- Extracting informative variables in the validation of two-group causal relationship
- Discrete chain graph models
- Title not available (Why is that?)
- 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
- The maximum likelihood threshold of a path diagram
- Multiple testing and error control in Gaussian graphical model selection
- Mixed orthogonality graphs for continuous-time stationary processes
- A review of Gaussian Markov models for conditional independence
- Markov Properties for Acyclic Directed Mixed Graphs
- Graphical models for multivariate Markov chains
- Beyond the mean: a flexible framework for studying causal effects using linear models
- Covariance chains
This page was built for publication: On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4956044)