Wishart distributions for decomposable graphs

DOI10.1214/009053606000001235zbMath1194.62078arXiv0708.2380OpenAlexW3106284700MaRDI QIDQ2642749

Gérard Letac, Hélène Massam

Publication date: 4 September 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.2380

zbMATH Keywords

triangulated graphschordal graphsgraphical modelsnatural exponential familiesconjugate priorshomogeneous conesperfect ordercovariance selection modelsinverse Wisharthyper inverse Wisharthyper Markovhyper Wishart

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of graph theory (05C90)

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