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Invariant normal models with recursive graphical Markov structure. (English) Zbl 1105.62346

Summary: An extension of the class of GS-LCI normal models introduced by Andersson and Madsen is defined and studied. The models are defined in terms of symmetry restrictions given by a finite group and conditional independence restrictions given by an acyclic directed graph. Maximum likelihood estimation of the parameters in the models is discussed.

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas
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