Academic staff at the Department of Mathematical Sciences – University of Copenhagen

Estimation of means in graphical Gaussian models with symmetries

Research output: Contribution to journalJournal articleResearchpeer-review

Helene Gehrmann, Steffen L. Lauritzen

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.
Original languageEnglish
JournalAnnals of Statistics
Issue number2
Pages (from-to)1061-1073
Number of pages13
StatePublished - 2012
Externally publishedYes

ID: 127617750