Helene Gehrmann et Steffen L. Lauritzen, ESTIMATION OF MEANS IN GRAPHICAL GAUSSIAN MODELS WITH SYMMETRIES, Annals of statistics , 40(2), 2012, pp. 1061-1073
We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.