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Linear dependencies represented by chain graphs. With comments and a rejoinder by the authors. (English) Zbl 0955.62593
Summary: Various special linear structures connected with covariance matrices are reviewed and graphical methods for their representation introduced, involving in particular two different kinds of edges between the nodes representing the component variables. The distinction between decomposable and nondecomposable structures is emphasized. Empirical examples are described for the main possibilities with four component variables.

MSC:
62H99 Multivariate analysis
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