Steen A. Andersson
Indiana University
26 Papers
271 Citations
Steen A. Andersson is an academic researcher from Indiana University. The author has contributed to research in topics: Markov model & Markov chain. The author has an hindex of 17, co-authored 26 publications. Previous affiliations of Steen A. Andersson include University of Copenhagen & University of Washington.
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Papers
Invariant Normal Models
TL;DR: In this paper, the authors define a class of hypotheses, the Invariant Normal Models, including all symmetry hypotheses, and derive the maximum likelihood estimator of the mean and variance and its distribution under the hypothesis.
Distribution of Eigenvalues in Multivariate Statistical Analysis
TL;DR: In this article, the authors considered ten invariant multivariate testing problems involving the real, complex, or quaternion structure of covariance matrices, and the maximal invariant statistic and its distribution were described, as well as the maximum likelihood estimators and likelihood ratio test statistics.
•Proceedings Article
An alternative Markov property for chain graphs
Steen A. Andersson,David Madigan,Michael D. Perlman +2 more
- 01 Aug 1996
TL;DR: An alternative Markov property (AMP) for chain graphs is introduced, which in some ways is a more direct extension of the ADG Markovproperty than is the LWF property for chain graph.
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Normal Linear Regression Models With Recursive Graphical Markov Structure
TL;DR: In this article, a multivariate normal statistical model defined by the Markov properties determined by an acyclic digraph admits a recursive factorization of its likelihood function (LF) into the product of conditional LFs, each factor having the form of a classical multivariate linear regression model (WMANOVA model).
40
Characterizing Markov equivalence classes for AMP chain graph models
TL;DR: In this paper, the AMP essential graph (AMP) is defined for chain graphs and shown to be simultaneously Markov equivalent to all chain graphs in AMP Markov equivalence class.