Unbiasedness of the likelihood ratio test for lattice conditional independence models

DOI10.1006/jmva.1995.1021zbMath0877.62058OpenAlexW2040607045MaRDI QIDQ1893349

Michael D. Perlman, Steen Arne Andersson

Publication date: 6 September 1995

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

Full work available at URL: https://semanticscholar.org/paper/df5c534d030738efe60fa81649fb27852e6255c4

zbMATH Keywords

likelihood ratio testmaximum likelihood estimatordistributive latticeunbiasednessmultivariate normal distributionjoin-irreducible elementspairwise conditional independence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items

Finite-sample inference with monotone incomplete multivariate normal data. I., A universal algebraic approach for conditional independence, Enriched conjugate and reference priors for the Wishart family on symmetric cones, Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence, Normal linear regression models with recursive graphical Markov structure