Efficient Bayesian inference for Gaussian copula regression models

Biometrika

Volumn 93, Issue 3, 2006, Pages 537-554

  Pitt, Michael ^a   Chan, David ^b   Kohn, Robert ^c  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b Cendant Corporation   (United States)

^c UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Covariance selection; Graphical model; Markov chain Monte Carlo; Multivariate analysis; Non Gaussian data

Indexed keywords

EID: 33750176872     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/93.3.537     Document Type: Article

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