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Exact distribution of the MLE of concentration matrices in decomposable covariance selection models - MaRDI portal

Exact distribution of the MLE of concentration matrices in decomposable covariance selection models (Q2746505)

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scientific article; zbMATH DE number 1656164
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English
Exact distribution of the MLE of concentration matrices in decomposable covariance selection models
scientific article; zbMATH DE number 1656164

    Statements

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    3 July 2003
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    covariance selection model
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    decomposable graph
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    inverted Wishart distribution
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    multivariate normal model
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    Wishart distribution
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    Exact distribution of the MLE of concentration matrices in decomposable covariance selection models (English)
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    Identifiers