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
Chicago Style (17th ed.) CitationRoy, Vivekananda, and 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.
MLA (9th ed.) CitationRoy, Vivekananda, and 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.