APA (7th ed.) Citation

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.) Citation

Roy, 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.) Citation

Roy, 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.

Warning: These citations may not always be 100% accurate.