Bayesian Variable Selection for Gaussian Copula Regression Models

DOI10.1080/10618600.2020.1840997OpenAlexW3096942868MaRDI QIDQ5066444

Leonardo Bottolo, Angelos Alexopoulos

Publication date: 29 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.08245

zbMATH Keywords

variable selectionmixed dataGaussian copulasparse covariance matrixmultiple-response regression models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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

Uses Software

• bfa
• SSS
• BDgraph
• pi-MASS
• loo

Cites Work

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