Estimation of means in graphical Gaussian models with symmetries

Helene Gehrmann; Steffen L. Lauritzen

doi:10.1214/12-AOS991

Estimation of means in graphical Gaussian models with symmetries

2 Citationer (Scopus)

Abstract

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.

Originalsprog	Engelsk
Tidsskrift	Annals of Statistics
Vol/bind	40
Udgave nummer	2
Sider (fra-til)	1061-1073
Antal sider	13
ISSN	0090-5364
DOI	https://doi.org/10.1214/12-AOS991
Status	Udgivet - apr. 2012
Udgivet eksternt	Ja

Adgang til dokumentet

10.1214/12-AOS991

Citationsformater

@article{c10d671a42284d9e929180c86d5d5e38,

title = "Estimation of means in graphical Gaussian models with symmetries",

abstract = "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.",

author = "Helene Gehrmann and Lauritzen, {Steffen L.}",

year = "2012",

month = apr,

doi = "10.1214/12-AOS991",

language = "English",

volume = "40",

pages = "1061--1073",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "2",

}

TY - JOUR

T1 - Estimation of means in graphical Gaussian models with symmetries

AU - Gehrmann, Helene

AU - Lauritzen, Steffen L.

PY - 2012/4

Y1 - 2012/4

N2 - 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.

AB - 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.

U2 - 10.1214/12-AOS991

DO - 10.1214/12-AOS991

M3 - Journal article

SN - 0090-5364

VL - 40

SP - 1061

EP - 1073

JO - Annals of Statistics

JF - Annals of Statistics

IS - 2

ER -