Pairwise Likelihood Ratios for Estimation of Non-Gaussian Structural Equation Models

We present new measures of the causal direction, or direction of effect, between two non-Gaussian random variables. They are based on the likelihood ratio under the linear non-Gaussian acyclic model (LiNGAM). We also develop simple first-order approximations of the likelihood ratio and analyze them...

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Bibliographic Details
Main Authors: Hyvarinen, A, Smith, S
Format: Journal article
Language:English
Published: 2013