Markov-normal analysis of iterative simulations before their convergence

DOI10.1016/0304-4076(95)01769-0zbMATH Open0866.62079OpenAlexW2068379290MaRDI QIDQ1126461FDOQ1126461

Authors: Chuanhai Liu, Donald B. Rubin 

Publication date: 24 July 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01769-0

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zbMATH Keywords

Markov chainMarkov chain Monte CarloEM algorithmtime seriesGibbs samplermeancovariance matrixmultivariate t distributioniterative simulationsMarkov-Normal restarting procedurenearly normal

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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Cited In (2)

• Title not available (Why is that?)
• A Truncated Bivariate t Distribution

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