Symmetry and lattice conditional independence in a multivariate normal distribution
Open Access
- 1 April 1998
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 26 (2) , 525-572
- https://doi.org/10.1214/aos/1028144848
Abstract
A class of multivariate normal models with symmetry restrictions given by a finite group and conditional independence restrictions given by a finite distributive lattice is defined and studied. The statistical properties of these models including maximum likelihood inference, invariance and hypothesis testing are discussed.Keywords
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