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Title:

Model selection for Gaussian concentration graphs

Document type:
Zeitschriftenaufsatz
Author(s):
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 Decimal Classification:
510 Mathematik
Journal title:
Biometrika
Year:
2004
Journal volume:
91
Year / month:
2004-09
Quarter:
3. Quartal
Month:
Sep
Journal issue:
3
Pages contribution:
591-602
Language:
en
Fulltext / DOI:
doi:10.1093/biomet/91.3.591
Publisher:
Oxford University Press (OUP)
E-ISSN:
0006-34441464-3510
Date of publication:
01.09.2004
Format:
Text
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