Rates of convergence for Gibbs sampling for variance component models

DOI10.1214/AOS/1176324619zbMath0841.62074OpenAlexW2113132439MaRDI QIDQ1906183

Jeffrey S. Rosenthal

Publication date: 18 July 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324619

zbMATH Keywords

rate of convergenceMarkov chainsGibbs samplervariance components modelHarris recurrencelocation parameterstime to convergence

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05)

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