JOURNAL ARTICLE

A Bayesian method for multinomial probit model

Donghyun KooChanmin KimKeunbaik Lee

Year: 2022 Journal:   Journal of the Korean Statistical Society Vol: 52 (1)Pages: 265-281   Publisher: Elsevier BV
Keywords:
Mathematics Covariance matrix Multinomial probit Estimation of covariance matrices Cholesky decomposition Wishart distribution Positive definiteness Covariance Statistics Mathematical optimization Positive-definite matrix Probit model Eigenvalues and eigenvectors

Metrics

1
Cited By
0.23
FWCI (Field Weighted Citation Impact)
24
Refs
0.68
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Economic and Environmental Valuation
Social Sciences →  Economics, Econometrics and Finance →  Economics and Econometrics
Statistical Methods and Bayesian Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Consumer Market Behavior and Pricing
Social Sciences →  Business, Management and Accounting →  Marketing

Related Documents

BOOK-CHAPTER

Bayesian analysis of the multinomial probit model

Robert E. McCullochPeter E. Rossi

Cambridge University Press eBooks Year: 2000 Pages: 158-176
JOURNAL ARTICLE

Globally and symmetrically identified Bayesian multinomial probit model

Pan MaolinMinggao GuXianyi WuXiaodan Fan

Journal:   Statistics and Computing Year: 2023 Vol: 33 (3)
JOURNAL ARTICLE

Scalable Bayesian Estimation in the Multinomial Probit Model

Rubén Loaiza‐MayaDidier Nibbering

Journal:   Journal of Business and Economic Statistics Year: 2021 Vol: 40 (4)Pages: 1678-1690
JOURNAL ARTICLE

A Bayesian mixed logit–probit model for multinomial choice

Martin BurdaMatthew HardingJerry A. Hausman

Journal:   Journal of Econometrics Year: 2008 Vol: 147 (2)Pages: 232-246
© 2026 ScienceGate Book Chapters — All rights reserved.