Comment: Bayesian multinomial probit models with a normalization constraint
By Agostino Nobile. 2000
68 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/a757581c568eba15a85cd537d93a53950d6cb13c
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Management Science and Operations Research
In Statistics and Probability
- Joshua C. C. Chan
- Mahmud Yesuf
- Salvatore Di Falco
- Ivan Jeliazkov
- M. Veronesi
- Siddhartha Chib
- Peter S. Craig
- Frank Schorfheide
Citations in the corpus
- Does Adaptation to Climate Change Provide Food Security? A Micro-Perspective from Ethiopia (2011, background): “This problem—the one of constraining a single quantity in an inverted-Wishart-distributed covariance matrix—is important in multinomial settings and has generated some interest in Bayesian circles (Linnardakis and Dellaportas 2003; Nobile 2000; Smith and Hocking 1972).”
- MCMC Estimation of Restricted Covariance Matrices (2009, background): “Advances have been made in imposing a constraint on a single diagonal element of the covariance matrix as in MNP models (McCulloch, Polson, and Rossi 2000; Nobile 2000; Imai and van Dyk 2005), treatment models (Munkin and Trivedi 2003; Chib 2007), and incidental truncation models (Chib, Greenberg, a”