Markov chain Monte Carlo estimation of quantiles (Q485905)

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English	Markov chain Monte Carlo estimation of quantiles	scientific article

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scholarly article

Markov chain Monte Carlo estimation of quantiles (English)

James M. Flegal

Ronald C. Neath

Charles R. Doss

Electronic Journal of Statistics

publication date

14 January 2015

full work available at URL

https://arxiv.org/abs/1207.6432

https://projecteuclid.org/euclid.ejs/1417615759

zbMATH Keywords

Markov chain

Monte Carlo

quantile estimation

central limit theorem

regeneration

batch means

describes a project that uses

MaRDI profile type

MaRDI publication profile

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Identifiers

zbMATH Open document ID

10.1214/14-EJS957

Mathematics Subject Classification ID

zbMATH DE Number

Sitelinks

Mathematics(1 entry)

mardi Publication:485905

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