The covariance structure of a multivariate normal population can be simplified by setting elements of the inverse of the covariance matrix to zero. Reasons for adopting such a model and a rule for estimating its parameters are given in section 2. It is also proposed to select the zeros in the inverse from sample data. A numerical illustration of the proposed technique is given in section 3. Appendix A sketches the general theory of exponential families which underlies the special results of section 2, and Appendix B describes two approaches to computation of the proposed estimator.
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The International Biometric Society is an international society for the advancement of biological science through the development of quantitative theories and the application, development and dissemination of effective mathematical and statistical techniques. The Society welcomes as members biologists, mathematicians, statisticians, and others interested in applying similar techniques.
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