Estimation of means in graphical Gaussian models with symmetries
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Estimation of means in graphical Gaussian models with symmetries. / Gehrmann, Helene; Lauritzen, Steffen L.
In: Annals of Statistics, Vol. 40, No. 2, 2012, p. 1061-1073.Research output: Contribution to journal › Journal article › Research › peer-review
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TY - JOUR
T1 - Estimation of means in graphical Gaussian models with symmetries
AU - Gehrmann, Helene
AU - Lauritzen, Steffen L.
PY - 2012
Y1 - 2012
N2 - 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.
AB - 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.
U2 - 10.1214/12-AOS991
DO - 10.1214/12-AOS991
M3 - Journal article
VL - 40
SP - 1061
EP - 1073
JO - Annals of Statistics
JF - Annals of Statistics
SN - 0090-5364
IS - 2
ER -
ID: 127617750