Decomposability and selection of graphical models for multivariate time series

R Fried, V Didelez

Research output: Contribution to journalArticle (Academic Journal)peer-review

15 Citations (Scopus)

Abstract

We derive conditions for decomposition and collapsibility of graphical interaction models for multivariate time series.These properties enable us to perform stepwise model selection under certain restrictions. For illustration, we apply the results to a multivariate time series describing the haemodynamic system as monitored in intensive care.
Translated title of the contributionDecomposability and selection of graphical models for multivariate time series
Original languageEnglish
Pages (from-to)251 - 267
Number of pages17
JournalBiometrika
Volume90 (2)
DOIs
Publication statusPublished - Jun 2003

Bibliographical note

Publisher: Oxford University Press

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