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Title:

Generic Identifiability of Linear Structural Equation Models by Ancestor Decomposition

Document type:
Zeitschriftenaufsatz
Author(s):
Drton, Mathias; Weihs, Luca
Abstract:
Linear structural equation models, which relate random variables via linear interdependencies and Gaussian noise, are a popular tool for modelling multivariate joint distributions. The models correspond to mixed graphs that include both directed and bidirected edges representing the linear relationships and correlations between noise terms, respectively. A question of interest for these models is that of parameter identifiability, whether or not it is possible to recover edge coefficients from t...     »
Keywords:
generic identifiability, half‐trek criterion, parameter identification, structural equation models
Dewey Decimal Classification:
510 Mathematik
Journal title:
Scandinavian Journal of Statistics
Year:
2016
Journal volume:
43
Year / month:
2016-04
Quarter:
2. Quartal
Month:
Apr
Journal issue:
4
Pages contribution:
1035-1045
Language:
en
Fulltext / DOI:
doi:10.1111/sjos.12227
Publisher:
Wiley
E-ISSN:
0303-6898
Date of publication:
14.04.2016
Format:
Text
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