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Titel:

The maximum likelihood threshold of a path diagram

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
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...     »
Stichworte:
Covariance matrix, graphical model, maximum likelihood, normal distribution, path diagram, structural equation model
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
The Annals of Statistics
Jahr:
2019
Band / Volume:
47
Jahr / Monat:
2019-02
Quartal:
1. Quartal
Monat:
Feb
Heft / Issue:
3
Seitenangaben Beitrag:
1536-1553
Sprache:
en
Volltext / DOI:
doi:10.1214/18-aos1724
Verlag / Institution:
Institute of Mathematical Statistics
E-ISSN:
0090-5364
Hinweise:
First available in Project Euclid: 13 February 2019
Eingereicht (bei Zeitschrift):
01.02.2018
Publikationsdatum:
01.06.2019
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