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Titel:

On the causal interpretation of acyclic mixed graphs under multivariate normality

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Fox, Christopher J.; Käufl, Andreas; Drton, Mathias
Abstract:
In multivariate statistics, acyclic mixed graphs with directed and bidirected edges are widely used for compact representation of dependence structures that can arise in the presence of hidden (i.e., latent or unobserved) variables. Indeed, under multivariate normality, every mixed graph corresponds to a set of covariance matrices that contains as a full-dimensional subset the covariance matrices associated with a causally interpretable acyclic digraph. This digraph generally has some of its nod...     »
Stichworte:
Covariance matrix, Graphical model, Hidden variable, Multivariate normal distribution, Latent variable, Structural equation model
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Linear Algebra and its Applications
Jahr:
2015
Band / Volume:
473
Jahr / Monat:
2015-05
Quartal:
2. Quartal
Monat:
May
Seitenangaben Beitrag:
93-113
Sprache:
en
Volltext / DOI:
doi:10.1016/j.laa.2014.02.032
WWW:
Science Direct
Verlag / Institution:
Elsevier BV
E-ISSN:
0024-3795
Publikationsdatum:
15.05.2015
Format:
Text
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