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P. Dellaportas, A. F. M. Smith, Bayesian Inference for Generalized Linear and Proportional Hazards Models via Gibbs Sampling, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 42, No. 3 (1993), pp. 443-459
Δελλαπόρτας et al. (Fri,) studied this question.
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