Lattice models for conditional independence in a multivariate normal distribution
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Publication:1314456
DOI10.1214/aos/1176349261zbMath0803.62042OpenAlexW2082095878MaRDI QIDQ1314456
Michael D. Perlman, Steen Arne Andersson
Publication date: 5 January 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349261
invariancemaximum likelihood inferencenormal distributionsjoint-irreducible elementslattice conditional independence modelnonnested dependent linear regression modelsnonnested multivariate missing data patternspairwise conditional independence
Multivariate analysis (62H99) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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