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Title:

The maximum likelihood threshold of a path diagram

Document type:
Zeitschriftenaufsatz
Author(s):
Drton, Mathias; Fox, Christopher; Käufl, Andreas; Pouliot, Guillaume
Abstract:
Linear structural equation models postulate noisy linear relationships between variables of interest. Each model corresponds to a path diagram, which is a mixed graph with directed edges that encode the domains of the linear functions and bidirected edges that indicate possible correlations among noise terms. Using this graphical representation, we determine the maximum likelihood threshold, that is, the minimum sample size at which the likelihood function of a Gaussian structural equation model...     »
Keywords:
Covariance matrix, graphical model, maximum likelihood, normal distribution, path diagram, structural equation model
Dewey Decimal Classification:
510 Mathematik
Journal title:
The Annals of Statistics
Year:
2019
Journal volume:
47
Year / month:
2019-02
Quarter:
1. Quartal
Month:
Feb
Journal issue:
3
Pages contribution:
1536-1553
Language:
en
Fulltext / DOI:
doi:10.1214/18-aos1724
Publisher:
Institute of Mathematical Statistics
E-ISSN:
0090-5364
Notes:
First available in Project Euclid: 13 February 2019
Submitted:
01.02.2018
Date of publication:
01.06.2019
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