Estimation of means in graphical Gaussian models with symmetries

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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.
OriginalsprogEngelsk
TidsskriftAnnals of Statistics
Vol/bind40
Udgave nummer2
Sider (fra-til)1061-1073
Antal sider13
ISSN0090-5364
DOI
StatusUdgivet - 2012
Eksternt udgivetJa

ID: 127617750