Asymptotic Behavior of Minque-Type Estimators of Variance Components
نویسندگان
چکیده
منابع مشابه
Judging Mcmc Estimators by Their Asymptotic Variance
The expectation of a function can be estimated by the empirical estimator based on the output of a Markov chain Monte Carlo method. We review results on the asymp-totic variance of the empirical estimator, and on improving the estimator by exploiting knowledge of the underlying distribution or of the transition distribution of the Markov chain.
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1976
ISSN: 0090-5364
DOI: 10.1214/aos/1176343546