Conjugate Bayes for probit regression via unified skew-normal distributions

DOI10.1093/biomet/asz034zbMath1435.62107arXiv1802.09565OpenAlexW2969557150MaRDI QIDQ5212904

Daniele Durante

Publication date: 30 January 2020

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09565

zbMATH Keywords

conjugacyBayesian inferencebinary dataprobit regressionunified skew-normal distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) General nonlinear regression (62J02)

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