Exact distribution of the mte of concentration matrices in decomposable covariance selection models.

被引：0

作者：

Wang, JL ^{[1
]}

机构：

[1] E China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China

来源：

STATISTICA SINICA | 2001年 / 11卷 / 03期

关键词：

covariance selection model; decomposable graph; inverted Wishart distribution; multivariate normal model; Wishart distribution;

D O I：

暂无

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：

Covariance selection models were introduced by Dempster (1972). The covariance selection model with a decomposable graph is called a decomposable covariance selection model. Based on the hyper-Markov property (Dawid and Lauritzen (1993)), the exact distribution of the Maximum Likelihood Estimator (MLE) of the concentration matrix in the decomposable covariance selection model is given.

引用

页码：855 / 862

页数：8

共 8 条

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