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...

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Chi tiết về thư mục
Những tác giả chính: Gehrmann, H, Lauritzen, S
Định dạng: Journal article
Ngôn ngữ:English
Được phát hành: 2011
Miêu tả
Tóm tắt: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.