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Titel:

Model selection for Gaussian concentration graphs

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Drton, Mathias; Perlman, Michael D.
Abstract:
A multivariate Gaussian graphical Markov model for an undirected graph G, also called a covariance selection model or concentration graph model, is defined in terms of the Markov properties, i.e. conditional independences associated with G, which in turn are equivalent to specified zeros among the set of pairwise partial correlation coefficients. By means of Fisher's z‐transformation and Šidák's correlation inequality, conservative simultaneous confidence intervals for the entire set of partial...     »
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Biometrika
Jahr:
2004
Band / Volume:
91
Jahr / Monat:
2004-09
Quartal:
3. Quartal
Monat:
Sep
Heft / Issue:
3
Seitenangaben Beitrag:
591-602
Sprache:
en
Volltext / DOI:
doi:10.1093/biomet/91.3.591
Verlag / Institution:
Oxford University Press (OUP)
E-ISSN:
0006-34441464-3510
Publikationsdatum:
01.09.2004
Format:
Text
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