Multivariate initial sequence estimators in Markov chain Monte Carlo (Q2011526): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 06:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate initial sequence estimators in Markov chain Monte Carlo |
scientific article |
Statements
Multivariate initial sequence estimators in Markov chain Monte Carlo (English)
0 references
3 August 2017
0 references
Markov chain Monte Carlo
0 references
covariance matrix estimation
0 references
central limit theorem
0 references
Metropolis-Hastings algorithm
0 references
Gibbs sampler
0 references
