Symmetry and lattice conditional independence in a multivariate normal distribution
Steen Andersson, Jesper Madsen
The Annals of Statistics · 1998 · Volume 26 · Issue 2
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
62A05, 62H10, 62H12, 62H15, 62H20, Conditional independence, Distributive lattice, Group symmetry, Invariance, join-irreducible elements, likelihood ratio test, maximum likelihood estimator, multivariate normal distribution, orthogonal group representation, quotient space
Enable JavaScript for citation tools and additional paper interactions.