Parameter expansion for sampling a correlation matrix: An efficient GPX-RPMH algorithm

Journal of Statistical Computation and Simulation

Volumn 78, Issue 11, 2008, Pages 1065-1076

  Liu, Xuefeng ^a  

^a WAYNE STATE UNIVERSITY SCHOOL OF MEDICINE   (United States)

Author keywords

Correlation matrix; Generalized candidate prior; GPX RPMH algorithm; Target prior

Indexed keywords

EID: 54049088609     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650701519635     Document Type: Article

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