Covariance chains

DOI10.3150/BJ/1161614949zbMATH Open1134.62031OpenAlexW4231984963MaRDI QIDQ882884FDOQ882884

Authors: Giovanni Maria Marchetti, Nanny Wermuth, D. R. Cox 

Publication date: 24 May 2007

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1161614949

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zbMATH Keywords

latent variablesstructural equation modelsexponential familiesreduced modelscanonical parametersorthogonal decompositionsgraphical chain modelsindependence equivalencelinear least-squares regressionsmoment parametersparameter equivalence

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Basic linear algebra (15A99)

Cites Work

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Cited In (13)

• Latent models for cross-covariance
• Modeling covariance matrices via partial autocorrelations
• Scaling it up: stochastic search structure learning in graphical models
• Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data
• Wishart distributions for decomposable covariance graph models
• Gaussian covariance faithful Markov trees
• Star graphs induce tetrad correlations: for Gaussian as well as for binary variables
• Sequences of regressions and their independences
• Multiple testing and error control in Gaussian graphical model selection
• Model-based clustering with sparse covariance matrices
• Triangular systems for symmetric binary variables
• On generating random Gaussian graphical models
• Explicit, identical maximum likelihood estimates for some cyclic Gaussian and cyclic Ising models

Uses Software

• ggm

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