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20152026
most citedStrong Consistency of Multivariate Spectral Variance Estimators

6 citations · 26 across the 20 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

stat.CO2019★ 1 cited

Analyzing MCMC Output

Dootika Vats, Nathan Robertson, James M Flegal +1

Markov chain Monte Carlo (MCMC) is a sampling-based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sam…

stat.CO2019

Assessing and Visualizing Simultaneous Simulation Error

Nathan Robertson, James M. Flegal, Dootika Vats +1

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention…