Efficient Bayesian inference for Gaussian copula regression models (Q132581)

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Efficient Bayesian inference for Gaussian copula regression models
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    93
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    3
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    537-554
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    1 September 2006
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    23 April 2007
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    Efficient Bayesian inference for Gaussian copula regression models (English)
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    Covariance selection
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    Graphical model
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    Markov chain Monte Carlo
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    Multivariate analysis
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    Non-Gaussian data
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    Capital asset pricing model
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    US industrial returns
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    Health care utilisation
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