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.


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