Estimation of means in graphical Gaussian models with symmetries

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...

詳細記述

書誌詳細
主要な著者: Gehrmann, H, Lauritzen, S
フォーマット: Journal article
言語:English
出版事項: 2011
その他の書誌記述
要約: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.