𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On Quantile Estimation and Markov Chain Monte Carlo Convergence

✍ Scribed by S. P. Brooks and G. O. Roberts


Book ID
124290077
Publisher
Oxford University Press
Year
1999
Tongue
English
Weight
611 KB
Volume
86
Category
Article
ISSN
0006-3444

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Monte Carlo error estimation for multiva
✍ Michael R. Kosorok πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 96 KB

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.