Efficient Bayesian inference for Gaussian copula regression models
type: Item
instance of: scholarly article
published in: Biometrika
volume: 93
issue: 3
page(s): 537-554
publication date: 2006-09-01T00:00:00Z
publication date: 2007-04-23T00:00:00Z
author: Michael Pitt
author: David Chan
author: Robert Kohn
title: Efficient Bayesian inference for Gaussian copula regression models
zbMATH Open document ID: 1108.62027
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H99
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 5145523
zbMATH Keywords: Covariance selection
zbMATH Keywords: Graphical model
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: Multivariate analysis
zbMATH Keywords: Non-Gaussian data
zbMATH Keywords: Capital asset pricing model
zbMATH Keywords: US industrial returns
zbMATH Keywords: Health care utilisation
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1093/biomet/93.3.537
OpenAlex ID: W2022034627
DOI: 10.1093/BIOMET/93.3.537
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description: scientific article