Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions

DOI10.1016/j.spl.2008.01.060zbMath1148.62034OpenAlexW2118319533MaRDI QIDQ947201

Habib Benali, Guillaume Marrelec

Publication date: 29 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.060

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Uses Software

• MIM

Cites Work

• Analogies between Multiplicative Models in Contingency Tables and Covariance Selection
• Introduction to Graphical Modelling
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