Generalized extreme value model and additively separable generator function

DOI10.1016/0304-4076(95)01785-2zbMATH Open0877.62098OpenAlexW2038034503MaRDI QIDQ1362030FDOQ1362030

Authors: Ki-Hong Choi, Choon-Geol Moon 

Publication date: 15 December 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01785-2

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zbMATH Keywords

generalized extreme value modelnested multinomial logit modelconsumer's surplusexpected maximum utilityinclusive value

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to economics (62P20) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Title not available (Why is that?)
• The Nonparametric Approach to Production Analysis
• Title not available (Why is that?)
• Applied Welfare Economics with Discrete Choice Models
• A Discrete Choice Model for Ordered Alternatives

Cited In (2)

• How large is the class of generalized extreme value random utility models?
• Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis

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