Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results

Anceschi, N; Fasano, A; Durante, D; Zanella, G

Durante, D (通讯作者),Bocconi Univ, Dept Decis Sci, Milan, Italy.;Durante, D (通讯作者),Bocconi Univ, Bocconi Inst Data Sci & Analyt, Milan, Italy.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2023; 118 (542): 1451

Abstract

A broad class of models that routinely appear in several fields can be expressed as partially or fully discretized Gaussian linear regressions. Beside......

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