On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors (Q962214)
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English | On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors |
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On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors (English)
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6 April 2010
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data augmentation algorithm
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drift condition
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geometric ergodicity
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Markov chain
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minorization condition
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robust multivariate regression
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