Some results on the truncated multivariate t distribution

Journal of Statistical Planning and Inference

Volumn 142, Issue 1, 2012, Pages 25-40

  Ho, Hsiu J ^a   Lin, Tsung I ^b,c   Chen, Hsuan Yu ^b   Wang, Wan Lun ^d  

^a TUNGHAI UNIVERSITY   (Taiwan)

^b NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

^c CHINA MEDICAL UNIVERSITY   (Taiwan)

^d FENG CHIA UNIVERSITY   (Taiwan)

Author keywords

Auxiliary variable; Gibbs sampling; Slice sampling; Truncated normal distribution; Truncated t distribution; Uniform distribution

Indexed keywords

EID: 80052298393     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2011.06.006     Document Type: Article

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