An accept-reject algorithm for the positive multivariate normal distribution
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DOI: 10.1007/s00180-012-0377-2
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- Z. I. Botev, 2017. "The normal law under linear restrictions: simulation and estimation via minimax tilting," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 125-148, January.
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Keywords
Skewed normal distribution; Gibbs sampling; Principal components;All these keywords.
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