On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors

Journal of Multivariate Analysis

Volumn 101, Issue 5, 2010, Pages 1190-1202

  Roy, Vivekananda ^a   Hobert, James P ^b  

^a IOWA STATE UNIVERSITY   (United States)

^b University of Florida ^*  (United States)

Author keywords

Data augmentation algorithm; Drift condition; Geometric ergodicity; Markov chain; Minorization condition; Robust multivariate regression

Indexed keywords

EID: 77249126849     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2009.12.015     Document Type: Article

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