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Monte Carlo error estimation for multivariate Markov chainsMichael
| Content Provider | Semantic Scholar |
|---|---|
| Author | Kosorok, R. |
| Copyright Year | 2007 |
| Abstract | In this paper, the conservative Monte Carlo error estimation methods and theory developed in Geyer (1992a) are extended from univariate to multivariate Markov chain applications. A small simulation study demonstrates the feasibility of the proposed estimators. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.uwhealth.wisc.edu/~kosorok/papers/mcmcerror1.ps |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Markov chain Monte Carlo method Simulation |
| Content Type | Text |
| Resource Type | Article |