ESTIMATION OF MEANS IN GRAPHICAL GAUSSIAN MODELS WITH SYMMETRIES

被引：3
|
作者：
Gehrmann, Helene [1 ]
Lauritzen, Steffen L. [1 ]
机构：
[1] Univ Oxford, Dept Stat, Oxford OX1 3TG, England
来源：
ANNALS OF STATISTICS | 2012年 / 40卷 / 02期
关键词：
Conditional independence; invariance; maximum likelihood estimation; patterned mean vector; symmetry; MARKOV; HYPOTHESES;
D O I：
10.1214/12-AOS991
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.
引用
收藏
页码：1061 / 1073
页数：13
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