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Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student's t Model

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  • Marchev, Dobrin
  • Hobert, James P.

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  • Marchev, Dobrin & Hobert, James P., 2004. "Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student's t Model," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 228-238, January.
    • Handle: RePEc:bes:jnlasa:v:99:y:2004:p:228-238
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    Cited by:

    1. Gareth O. Roberts & Jeffrey S. Rosenthal, 2011. "Quantitative Non-Geometric Convergence Bounds for Independence Samplers," Methodology and Computing in Applied Probability, Springer, vol. 13(2), pages 391-403, June.
    2. Johnson, Alicia A. & Jones, Galin L., 2015. "Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 325-342.
    3. Roy, Vivekananda & Hobert, James P., 2010. "On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1190-1202, May.

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