Efficient Bayesian inference for Gaussian copula regression models
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Publication:132581
DOI10.1093/biomet/93.3.537zbMath1108.62027OpenAlexW2022034627MaRDI 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 CarloMultivariate analysisGraphical modelCapital asset pricing modelCovariance selectionHealth care utilisationNon-Gaussian dataUS industrial returns
Multivariate analysis (62H99) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
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