Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data

DOI10.1007/s00180-021-01131-1zbMath1505.62186OpenAlexW3187860368MaRDI QIDQ2135899

L. L. Henn

Publication date: 10 May 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01131-1

zbMATH Keywords

continuous extensiondiscrete datacomposite likelihoodcurvature correctiondistributional transform

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)

Related Items (1)

Efficient and feasible inference for high-dimensional normal copula regression models

Uses Software

• LBFGS-B
• spBayes
• CopulaModel

Cites Work

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