Linear Dependencies Represented by Chain Graphs

作者: D. R. Cox , Nanny Wermuth

DOI: 10.1214/SS/1177010887

关键词:

摘要: Various special linear structures connected with covariance matrices are reviewed and graphical methods for their representation introduced, involving in particular two different kinds of edge between the nodes representing component variables. The distinction decomposable nondecomposable is emphasized. Empirical examples described main possibilities four

参考文章(37)
A. P. Dawid, Conditional Independence in Statistical Theory Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 41, pp. 1- 15 ,(1979) , 10.1111/J.2517-6161.1979.TB01052.X
M. Frydenberg, The chain graph Markov property Scandinavian Journal of Statistics. ,vol. 17, pp. 333- 353 ,(1990)
Charles D. Spielberger, Richard L. Gorsuch, R. E. Lushene, Manual for the State-Trait Anxiety Inventory Consulting Psychologist. ,(1970)
Thomas Verma, Judea Pearl, An algorithm for deciding if a set of observed independencies has a causal explanation uncertainty in artificial intelligence. pp. 323- 330 ,(1992) , 10.1016/B978-1-4832-8287-9.50049-9
D.R Cox, Nanny Wermuth, On the calculation of derived variables in the analysis of multivariate responses Journal of Multivariate Analysis. ,vol. 42, pp. 162- 170 ,(1992) , 10.1016/0047-259X(92)90085-T
D. R. Cox, Causality : some statistical aspects Journal of The Royal Statistical Society Series A-statistics in Society. ,vol. 155, pp. 291- 301 ,(1992) , 10.2307/2982962
SØREN TOLVER JENSEN, SØREN JOHANSEN, STEFFEN L. LAURITZEN, Globally convergent algorithms for maximizing a likelihood function Biometrika. ,vol. 78, pp. 867- 877 ,(1991) , 10.1093/BIOMET/78.4.867
Arthur R. Zeiner, Anne M. Schell, INDIVIDUAL DIFFERENCES IN ORIENTING, CONDITIONABILITY, AND SKIN RESISTANCE RESPONSIVITY Psychophysiology. ,vol. 8, pp. 612- 622 ,(1971) , 10.1111/J.1469-8986.1971.TB00497.X
T. W. Anderson, Asymptotically Efficient Estimation of Covariance Matrices with Linear Structure Annals of Statistics. ,vol. 1, pp. 135- 141 ,(1973) , 10.1214/AOS/1193342389
S. L. Lauritzen, A. P. Dawid, B. N. Larsen, H.-G. Leimer, Independence properties of directed markov fields Networks. ,vol. 20, pp. 491- 505 ,(1990) , 10.1002/NET.3230200503