On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors (Q962214)

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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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