On the Existence of Maximum Likelihood Estimators for Graphical Gaussian Models

作者: Søren Ladegaard Buhl

DOI:

关键词: CombinatoricsMathematicsEstimation theoryMaximum likelihoodGaussianZero (complex analysis)Likelihood functionIndependence (probability theory)Restricted maximum likelihoodEstimatorStatistics

摘要: In graphical Gaussian models, it is well known that the maximum likelihood estimator exists with probability one if number of replicates at least as large variates. this paper we deal case fewer replicates. For chordless p-cycle two replicates, prove strictly between zero and one. (In p = 4 independence, 2/3.)

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