Accelerating computation: a pairwise fitting technique for multivariate probit models

DOI10.1016/J.CSDA.2024.108082MaRDI QIDQ6955432zbMATH OpenFDO

Authors Geert Verbeke, Steffen Fieuws, Geert Molenberghs

Publication date 22 July 2025

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

pseudo-likelihoodhigh dimensional dataprobit link

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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