Efficient sampling methods for truncated multivariate normal and student-t distributions subject to linear inequality

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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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