Helene Gehrmann, Steffen L. Lauritzen
Published 2011-01-19, updated 2012-07-23Version 3
We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.
Comments: Published in at http://dx.doi.org/10.1214/12-AOS991 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Statistics 2012, Vol. 40, No. 2, 1061-1073
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