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Document type:
Zeitschriftenaufsatz 
Author(s):
Drton, Mathias; Eichler, Michael 
Title:
Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property 
Abstract:
The Andersson–Madigan–Perlman (AMP) Markov property is a recently proposed alternative Markov property (AMP) for chain graphs. In the case of continuous variables with a joint multivariate Gaussian distribution, it is the AMP rather than the earlier introduced Lauritzen–Wermuth–Frydenberg Markov property that is coherent with data‐generation by natural block‐recursive regressions. In this paper, we show that maximum likelihood estimates in Gaussian AMP chain graph models can be obtained by combi...    »
 
Keywords:
AMP chain graph, graphical model, iterative partial maximization, maximum likelihood estimation, multivariate normal distribution 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Scandinavian Journal of Statistics 
Year:
2006 
Journal volume:
33 
Year / month:
2006-06 
Quarter:
2. Quartal 
Month:
Jun 
Journal issue:
Pages contribution:
247-257 
Language:
en 
Publisher:
Wiley 
E-ISSN:
0303-68981467-9469 
Status:
Verlagsversion / published 
Date of publication:
02.05.2006 
Format:
Text