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Markov Chain Monte Carlo Estimation for the Two-Component Model

โœ Scribed by Jones, Geoffrey


Book ID
120529722
Publisher
American Statistical Association
Year
2004
Tongue
English
Weight
370 KB
Volume
46
Category
Article
ISSN
0040-1706

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In this paper, the conservative Monte Carlo error estimation methods and theory developed in Geyer (1992a, Statist. Sci. 7, 473-483) are extended from univariate to multivariate Markov chain applications. A small simulation study demonstrates the feasibility of the proposed estimators.