On the intrinsic relations of correlations in some systems of linear structural equations

DOI10.15407/DOPOVIDI2016.12.017zbMath1374.93366OpenAlexW2567016043MaRDI QIDQ5271487

O. S. Balabanov

Publication date: 11 July 2017

Published in: Reports of the National Academy of Sciences of Ukraine (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15407/dopovidi2016.12.017

zbMATH Keywords

correlationlinear dependenceMarkov propertyinequality constraintmodel structurehidden variablemodel verificationrelationship structure

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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Structurally determined inequality constraints on correlations in the cycle of linear dependencies

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