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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| mimeo2649_Li.pdf | 4.032Mb |
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