Relative fixed-width stopping rules for Markov chain Monte Carlo simulations

DOI10.5705/ss.2013.209OpenAlexW2963268442MaRDI QIDQ3449023

Lei Gong, James M. Flegal

Publication date: 3 November 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.0238

zbMATH Keywords

strong consistencyfixed-width confidence intervalsBayesian computationsequential estimationbatch meanssequential stopping rules

Mathematics Subject Classification ID

Statistics (62-XX)

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