Analysis of multivariate probit models (Q4212768)

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scientific article; zbMATH DE number 1207186
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English
Analysis of multivariate probit models
scientific article; zbMATH DE number 1207186

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    title
    Analysis of multivariate probit models (English)
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    author
    Siddhartha Chib
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    Edward Greenberg
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    published in
    Biometrika
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    publication date
    13 June 2000
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    Mathematics Subject Classification ID
    62F15
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    65C60
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    62P99
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    62H99
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    65C40
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    zbMATH DE Number
    1207186
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    zbMATH Keywords
    Gibbs sampling
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    marginal likelihood
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    Metropolis-Hastings algorithm
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    correlated binary data
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    Markov chain Monte Carlo
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    Bayes factors
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