Scalable Bayesian Estimation in the Multinomial Probit Model

DOI10.1080/07350015.2021.1961788zbMATH Open1547.62837MaRDI QIDQ6620983

Didier Nibbering, Rubén Loaiza-Maya

Publication date: 17 October 2024

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• A new family of power transformations to improve normality or symmetry
• Bayesian Inference in the Social Sciences
• Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models
• Specification Tests for the Multinomial Logit Model
• Invariant Inference and Efficient Computation in the Static Factor Model
• Tests of Conditional Predictive Ability

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