References: A note on bounding monte carlo variances michael lavine

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Fishman , George S. , Granovsky , Boris L. and Rubin , David S. 1989 . “Evaluating Best-Case and Worst-Case Variances When Bounds are Available” . SIAM Journal on Scientific and Statistical Computing , to appear
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Michael , Lavine . 1991 . “Sensitivity in Bayesian Statistics: The Prior and the Likelihood” . JASA , 86 : 396 – 399 .
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