Efficient Bayesian inference for Gaussian copula regression models
From MaRDI portal
Publication:132581
DOI10.1093/biomet/93.3.537zbMath1108.62027MaRDI QIDQ132581
Michael Pitt, David Chan, Robert Kohn
Publication date: 1 September 2006
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/93.3.537
Markov chain Monte Carlo; Multivariate analysis; Graphical model; Capital asset pricing model; Covariance selection; Health care utilisation; Non-Gaussian data; US industrial returns
62H99: Multivariate analysis
62F15: Bayesian inference
65C40: Numerical analysis or methods applied to Markov chains
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