Markov-normal analysis of iterative simulations before their convergence (Q1126461)
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scientific article; zbMATH DE number 955385
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| English | Markov-normal analysis of iterative simulations before their convergence |
scientific article; zbMATH DE number 955385 |
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Markov-normal analysis of iterative simulations before their convergence (English)
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24 July 1997
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iterative simulations
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EM algorithm
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Markov chain Monte Carlo
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multivariate t distribution
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time series
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Gibbs sampler
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Markov chain
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mean
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covariance matrix
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Markov-Normal restarting procedure
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nearly normal
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0.7777668237686157
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0.7363955974578857
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0.73451828956604
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