Geometric ergodicity of van Dyk and Mengś algorithm for the multivariate studentś t model
Year of publication: |
2004
|
---|---|
Authors: | Marchev, Dobrin ; Hobert, James P. |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 99.2004, 465, p. 228-238
|
Subject: | Theorie | Theory | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Multivariate Analyse | Multivariate analysis |
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