Compatibility conditions for a set of conditional Gaussian distributions

Chuanhai Liu

Statistics & Probability Letters, 1999, vol. 42, issue 2, 127-130

Abstract: Suppose that a n-dimensional (random) vector is partitioned into m sets of components as X=(X1,...,Xm), where the dimension of Xi is ni, i.e., dim(Xi)=ni, for i=1,...,m and [summation operator]i=1mni=n, with m Gaussian conditionalswhere X-i=(X1,...,Xi-1,Xi+1,...,Xm), dim(A'i,j)=(ni,nj), dim([Psi]i,i)=(ni,ni), and [Psi]i,i>0, for i=1,...,m. We present a set of simple conditions on Ai,j and [Psi]i,i for i,j=1,...,m and j[not equal to]i under which the conditionals are compatible. The conditions are obtained based on the idea that essentially considers the inverse of the problem in terms of the compatibility of the likelihood functions of the "parameters" [alpha]i,Ai,j, and [Psi]i,is. An illustrative example is also provided.

Keywords: Gaussian; sweep; Spatial; statistics (search for similar items in EconPapers)
Date: 1999
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(98)00182-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:42:y:1999:i:2:p:127-130

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().