Efficient simulation from the multivariate normal and student-t distributions subject to linear constraints and the evaluation of constraint probabilities
J. Geweke. Computing Science and Statistics: Proceedings of the 23rd Symposium on the Interface, page 571--578. Alexandria, VA, USA, American Statistical Association, (1991)
%0 Conference Paper
%1 geweke_efficient_1991
%A Geweke, John
%B Computing Science and Statistics: Proceedings of the 23rd Symposium on the Interface
%C Alexandria, VA, USA
%D 1991
%I American Statistical Association
%K imported
%P 571--578
%T Efficient simulation from the multivariate normal and student-t distributions subject to linear constraints and the evaluation of constraint probabilities
@inproceedings{geweke_efficient_1991,
added-at = {2017-01-09T13:57:26.000+0100},
address = {Alexandria, VA, USA},
author = {Geweke, John},
biburl = {https://www.bibsonomy.org/bibtex/214567e89e72cc43171be1345dc2e7b57/yourwelcome},
booktitle = {Computing {Science} and {Statistics}: {Proceedings} of the 23rd {Symposium} on the {Interface}},
interhash = {1eee277054cf947a211b92ff7e5d24b3},
intrahash = {14567e89e72cc43171be1345dc2e7b57},
keywords = {imported},
pages = {571--578},
publisher = {American Statistical Association},
timestamp = {2017-01-09T14:01:11.000+0100},
title = {Efficient simulation from the multivariate normal and student-t distributions subject to linear constraints and the evaluation of constraint probabilities},
year = 1991
}
