Model selection in the space of Gaussian models invariant by symmetry
Author:
Affiliation:
1. LAREMA, UFR Sciences, Université d’Angers
2. Department of Mathematics, Osaka City University
3. Faculty of Mathematics and Information Science, Warsaw University of Technology
4. Department of Mathematics and Statistics, York University
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference45 articles.
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3. ANDERSSON, S. and MADSEN, J. (1998). Symmetry and lattice conditional independence in a multivariate normal distribution. Ann. Statist. 26 525–572.
4. BARNDORFF-NIELSEN, O. (2014). Information and Exponential Families in Statistical Theory. Wiley Series in Probability and Statistics. Wiley, Chichester.
5. BURKE, C. J. and ROSENBLATT, M. (1958). A Markovian function of a Markov chain. Ann. Math. Stat. 29 1112–1122.
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