Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
Abstract. The Andersson–Madigan–Perlman (AMP) Markov property is a recently proposed alternative Markov property (AMP) for chain graphs. In the case of continuous variables with a joint multivariate Gaussian distribution, it is the AMP rather than the earlier introduced Lauritzen–Wermuth–Frydenberg Markov property that is coherent with data‐generation by natural block‐recursive regressions. …