Scalable Bayesian Estimation in the Multinomial Probit Model

DOI10.1080/07350015.2021.1961788MaRDI QIDQ6620983zbMATH OpenFDO

Authors Rubén Loaiza-Maya, Didier Nibbering

Publication date 17 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2021.1961788

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 2063756 (Why is no real title available?)
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• A Bayesian analysis of the multinomial probit model with fully identified parameters
• A new family of power transformations to improve normality or symmetry
• Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
• Bayesian inference in the social sciences
• Invariant inference and efficient computation in the static factor model
• Multiple-shrinkage multinomial probit models with applications to simulating geographies in public use data
• Parsimonious estimation of the covariance matrix in multinomial probit models
• Specification Tests for the Multinomial Logit Model
• Tests of Conditional Predictive Ability

Cited in

(1)

• Hybrid unadjusted Langevin methods for high-dimensional latent variable models

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