Estimation of means in graphical Gaussian models with symmetries

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Standard

Estimation of means in graphical Gaussian models with symmetries. / Gehrmann, Helene; Lauritzen, Steffen L.

I: Annals of Statistics, Bind 40, Nr. 2, 2012, s. 1061-1073.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Gehrmann, H & Lauritzen, SL 2012, 'Estimation of means in graphical Gaussian models with symmetries', Annals of Statistics, bind 40, nr. 2, s. 1061-1073. https://doi.org/10.1214/12-AOS991

APA

Gehrmann, H., & Lauritzen, S. L. (2012). Estimation of means in graphical Gaussian models with symmetries. Annals of Statistics, 40(2), 1061-1073. https://doi.org/10.1214/12-AOS991

Vancouver

Gehrmann H, Lauritzen SL. Estimation of means in graphical Gaussian models with symmetries. Annals of Statistics. 2012;40(2):1061-1073. https://doi.org/10.1214/12-AOS991

Author

Gehrmann, Helene ; Lauritzen, Steffen L. / Estimation of means in graphical Gaussian models with symmetries. I: Annals of Statistics. 2012 ; Bind 40, Nr. 2. s. 1061-1073.

Bibtex

@article{c10d671a42284d9e929180c86d5d5e38,
title = "Estimation of means in graphical Gaussian models with symmetries",
abstract = "We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.",
author = "Helene Gehrmann and Lauritzen, {Steffen L.}",
year = "2012",
doi = "10.1214/12-AOS991",
language = "English",
volume = "40",
pages = "1061--1073",
journal = "Annals of Statistics",
issn = "0090-5364",
publisher = "Institute of Mathematical Statistics",
number = "2",

}

RIS

TY - JOUR

T1 - Estimation of means in graphical Gaussian models with symmetries

AU - Gehrmann, Helene

AU - Lauritzen, Steffen L.

PY - 2012

Y1 - 2012

N2 - We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.

AB - We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.

U2 - 10.1214/12-AOS991

DO - 10.1214/12-AOS991

M3 - Journal article

VL - 40

SP - 1061

EP - 1073

JO - Annals of Statistics

JF - Annals of Statistics

SN - 0090-5364

IS - 2

ER -

ID: 127617750