Estimation and Testing for lattice conditional independence models on Euclidean Jordan algebras

In this paper we study a statistical model on Euclidean (=formally real) Jordan algebras. The main algebraic ingredient is the Andersson-Perlman cone which generalizes the symmetric cone (= domain of positivity) of a Euclidean Jordan algebra.

This paper has appeared in The Annals of Statistics 26 (1998), 1051 - 1082.

Some of its results are described in the announcement "A statistical Model for Euclidean Jordan Algebras" by E. Neher, also posted on this server.


H. Massam (hmm2n@pitman.stat.virginia.edu)

E. Neher (neher@uottawa.ca)