The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting

DOI10.1111/rssb.12162zbMath1414.62102arXiv1603.04166OpenAlexW3106380050WikidataQ29540578 ScholiaQ29540578MaRDI QIDQ5378158

Zdravko I. Botev, Z. I. Botev

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.04166

zbMATH Keywords

linear inequalitiesexponential tiltingmultivariate normal distributionexact simulationpolytope probabilitiesprobit posterior simulation

Mathematics Subject Classification ID

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