Covariance chains

DOI10.3150/bj/1161614949zbMath1134.62031OpenAlexW4231984963MaRDI QIDQ882884

Giovanni M. Marchetti, David R. Cox, Nanny Wermuth

Publication date: 24 May 2007

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1161614949

zbMATH Keywords

exponential familiesreduced modelslatent variablesstructural equation modelscanonical parametersorthogonal decompositionsgraphical chain modelsindependence equivalencelinear least-squares regressionsmoment parametersparameter equivalence

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Basic linear algebra (15A99)

Related Items

Scaling it up: stochastic search structure learning in graphical models, Sequences of regressions and their independences, Wishart distributions for decomposable covariance graph models, Triangular systems for symmetric binary variables, Multiple testing and error control in Gaussian graphical model selection, Star graphs induce tetrad correlations: for Gaussian as well as for binary variables, Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data, On generating random Gaussian graphical models, Gaussian covariance faithful Markov trees, Modeling covariance matrices via partial autocorrelations, Model-based clustering with sparse covariance matrices

Uses Software

• ggm

Cites Work

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