Lattice Models for Conditional Independence in a Multivariate Normal Distribution
نویسندگان
چکیده
منابع مشابه
Normal Linear Models with Lattice Conditional Independence Restrictions
Michael D. Perlman-It is shown that each multivariate normal model determined by lattice conditional independence (LeI) restrictions on the covariances may be extended in a, natural way to a normal linear model with corresponding lattice restrictions on the means. For these extended models it remains true that the likelihood function (LF) and parameter space (PS) can be factored into the produc...
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