On the degrees of freedom in MCMC-based Wishart models for time series data (Q2018621)
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scientific article; zbMATH DE number 6419262
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| English | On the degrees of freedom in MCMC-based Wishart models for time series data |
scientific article; zbMATH DE number 6419262 |
Statements
On the degrees of freedom in MCMC-based Wishart models for time series data (English)
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24 March 2015
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degrees of freedom
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Gyndikin's theorem
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Markov chain Monte Carlo
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sensitivity analysis
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Wishart distribution
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0.6142112612724304
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0.6030170917510986
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0.5972052216529846
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0.5909956693649292
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