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Journal article

Estimation of means in graphical Gaussian models with symmetries

Abstract:: 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.

Publication status:: Published

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APA Style

Gehrmann, H., & Lauritzen, S. (2011). Estimation of means in graphical Gaussian models with symmetries. Annals of Statistics, 40(2), 1061–1073.

MLA Style

Gehrmann, H., and S. Lauritzen. “Estimation of Means in Graphical Gaussian Models with Symmetries.” Annals of Statistics, vol. 40, no. 2, 2011, pp. 1061–73.

Chicago Style

Gehrmann, H, and S Lauritzen. 2011. “Estimation of Means in Graphical Gaussian Models with Symmetries.” Annals of Statistics 40 (2): 1061–73.
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Publisher copy:: 10.1214/12-AOS991

Authors

+ Gehrmann, H More by this author

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Author

+ Lauritzen, S More by this author

Institution:

University of Oxford

Division:

MPLS

Department:

Statistics

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Author

Bibliographic Details

Journal:: Annals of Statistics
Volume:: 40
Issue:: 2
Pages:: 1061-1073
Publication date:: 2011-01-19
DOI:: 10.1214/12-AOS991
ISSN:: 0090-5364

Item Description

Language:: English
Keywords:: stat.TH

math.ST
Pubs id:: pubs:184648
UUID:: uuid:3fa9e56e-a695-4fe0-ab68-3a0ac4ed3a51
Local pid:: pubs:184648
Source identifiers:: 184648
Deposit date:: 2012-12-19

Terms of use

Copyright date:: 2011
Notes:: Published in at http://dx.doi.org/10.1214/12-AOS991 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org)

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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