Multivariate initial sequence estimators in Markov chain Monte Carlo (Q2011526)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multivariate initial sequence estimators in Markov chain Monte Carlo |
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
0 references
0 references
0 references
0 references
