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Asymptotic Corrections for Multivariate Posterior Moments with Factored Likelihood Functions
Home
Publications
Asymptotic Corrections for Multivariate Posterior Moments with Factored Likelihood Functions
Asymptotic Corrections for Multivariate Posterior Moments with Factored Likelihood Functions
NT
Neal Thomas
Neal Thomas
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1 September 1993
journal article
Published by
JSTOR
in
Journal of Computational and Graphical Statistics
Vol. 2
(3)
,
309
https://doi.org/10.2307/1390648
Abstract
No abstract available
Cited by 35 articles