Chain graphs for multilevel models

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A chain graph \(G=(V,E)\) is a graph whose nodes \(V\) can be partitioned into an ordered sequence of non-empty subsets forming the so-called dependence chain \(V=V_1\cup V_2\cup\cdots\cup V_n.\) The authors study the joint distribution of a set of Gaussian variables by means of chain graphs, when data have a hierarchical structure.











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