Multivariate initial sequence estimators in Markov chain Monte Carlo

DOI10.1016/j.jmva.2017.05.009zbMath1373.62249arXiv1706.00853OpenAlexW2621576843MaRDI QIDQ2011526

Ning Dai, Galin L. Jones

Publication date: 3 August 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.00853

zbMATH Keywords

Markov chain Monte Carlocentral limit theoremGibbs samplerMetropolis-Hastings algorithmcovariance matrix estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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