Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
欧氏若尔当代数上格条件独立模型的估计与检验
In this paper we generalize the major results of Andersson and Perlman on LCI models to the setting of symmetric cones and give an explicit closed form formula for the estimate of the covariance matrix in the generalized LCI models that we define. To this end, we replace the cone $H_I^+(\mathbb{R})$ sitting inside the Jordan algebra of symmetric real $I \times I$-matrices by the symmetric cone $\Omega$ of an Euclidean Jordan algebra $V$. We introduce the Andersson-Perlman…