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...

全面介紹

書目詳細資料
Main Authors: Gehrmann, H, Lauritzen, S
格式: Journal article
語言:English
出版: 2011
實物特徵
總結: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.