Gaussian Markov distributions over finite graphs
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Publication:1074271
DOI10.1214/aos/1176349846zbMath0589.62033OpenAlexW2033222113MaRDI QIDQ1074271
H. T. Kiiveri, Terence P. Speed
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349846
I-divergenceMarkov propertysimple graphlikelihood equationsconvergence proofcyclic algorithmscovariance selection modelsconditional independenciesGaussian distributions with given marginalsGaussian Markov distributionsiterative proportional scaling of contingency tablespattern of zeros
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Parametric inference (62F99) Special processes (60K99) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50)
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