Normal linear regression models with recursive graphical Markov structure

DOI10.1006/jmva.1998.1745zbMath1127.62377OpenAlexW1963510668MaRDI QIDQ1268015

Michael D. Perlman, Steen Arne Andersson

Publication date: 14 October 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/812319f8f26316b653f380f433c26e8031b7e77f

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items

A characterization of Markov equivalence classes for acyclic digraphs, On MLEs in an extended multivariate linear growth curve model, Totally ordered conditional independence models, Multiple testing and error control in Gaussian graphical model selection, A SINful approach to Gaussian graphical model selection, Conditional independence models for seemingly unrelated regressions with incomplete data, On Riesz and Wishart distributions associated with decomposable undirected graphs, Recursive linear mixed models:some results on shared parameter estimation, On the Letac-Massam conjecture and existence of high dimensional Bayes estimators for graphical models, Symmetry and lattice conditional independence in a multivariate normal distribution, Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras, A review of Gaussian Markov models for conditional independence, Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence, Selection of sparse vine copulas in high dimensions with the Lasso, Lattice conditional independence models for contingency tables with non-monotone missing data patterns, Lattice conditional independence models for seemingly unrelated regressions, Invariant normal models with recursive graphical Markov structure., Separation and completeness properties for AMP chain graph Markov models., Ancestral graph Markov models.

Uses Software

• TETRAD
• MIM

Cites Work

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• Independence properties of directed markov fields
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