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Titel:

A SINful approach to Gaussian graphical model selection

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Drton, Mathias; Perlman, Michael D.
Abstract:
Multivariate Gaussian graphical models are defined in terms of Markov properties, i.e., conditional independences, corresponding to missing edges in the graph. Thus model selection can be accomplished by testing these independences, which are equivalent to zero values of corresponding partial correlation coefficients. For concentration graphs, acyclic directed graphs, and chain graphs (both LWF and AMP classes), we apply Fisher's z-transform, Šidák's correlation inequality, and Holm's step-down...     »
Stichworte:
Acyclic directed graph, Chain graph, Concentration graph, Covariance graph, DAG, Graphical model, Multiple testing
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Journal of Statistical Planning and Inference
Jahr:
2008
Band / Volume:
138
Jahr / Monat:
2008-04
Quartal:
2. Quartal
Monat:
Apr
Heft / Issue:
4
Seitenangaben Beitrag:
1179-1200
Sprache:
en
Volltext / DOI:
doi:10.1016/j.jspi.2007.05.035
Verlag / Institution:
Elsevier BV
E-ISSN:
0378-3758
Angenommen (von Zeitschrift):
07.04.2007
Publikationsdatum:
25.05.2007
Format:
Text
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