Geometric ergodicity of van dyk and meng's algorithm for the multivariate student's t model

Journal of the American Statistical Association

Volumn 99, Issue 465, 2004, Pages 228-238

  Marchev, Dobrin ^a   Hobert, James P ^a  

^a University of Florida ^*  (United States)

Author keywords

Burn in; Conditional augmentation; Convergence rate; Data augmentation; Drift condition; Gibbs sampler; Marginal Augmentation; Markov chain Monte Carlo; Minorization condition; Multivariate location scale Student's t distribution; Working parameter

Indexed keywords

EID: 2142729827     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1198/016214504000000223     Document Type: Article

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