Roy, V., & Hobert, J. P. (2007). Convergence rates and asymptotic standard errors for Markov chain Monte Carlo algorithms for Bayesian probit regression. Journal of the Royal Statistical Society. Series B, Statistical methodology, 69(4), 607-623. https://doi.org/10.1111/j.1467-9868.2007.00602.x
Citácia podle Chicago (17th ed.)Roy, Vivekananda, a James P. Hobert. "Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression." Journal of the Royal Statistical Society. Series B, Statistical Methodology 69, no. 4 (2007): 607-623. https://doi.org/10.1111/j.1467-9868.2007.00602.x.
Citácia podľa MLA (8th ed.)Roy, Vivekananda, a James P. Hobert. "Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression." Journal of the Royal Statistical Society. Series B, Statistical Methodology, vol. 69, no. 4, 2007, pp. 607-623, https://doi.org/10.1111/j.1467-9868.2007.00602.x.