Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes (Q4299478)

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scientific article; zbMATH DE number 600072
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Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
scientific article; zbMATH DE number 600072

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    Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes (English)
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    4 July 1994
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    data augmentation
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    Markov property
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    expectation
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    sampling schemes
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    collapsing
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    grouping
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    Gibbs sampler
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