Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student'stModel

DOI10.1198/016214504000000223zbMath1089.60518OpenAlexW2033190522MaRDI QIDQ5474420

James P. Hobert, Dobrin Marchev

Publication date: 26 June 2006

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214504000000223

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Discrete-time Markov processes on general state spaces (60J05)

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