Efficient sampling methods for truncated multivariate normal and student-t distributions subject to linear inequality
Title: | Efficient sampling methods for truncated multivariate normal and student-t distributions subject to linear inequality |
Author: | Li, Yifang; Ghosh, Sujit K. |
Publisher: | North Carolina State University. Dept. of Statistics |
Date: | 2013 |
Series/Report No.: | NC State Department of Statistics technical reports 2649 |
URI: |
http://www.stat.ncsu.edu/information/library/papers/mimeo2649_Li.pdf
http://www.lib.ncsu.edu/resolver/1840.4/8240 |
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