Generalized extreme value model and additively separable generator function

DOI10.1016/0304-4076(95)01785-2MaRDI QIDQ1362030zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3965301 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• A Discrete Choice Model for Ordered Alternatives
• Applied Welfare Economics with Discrete Choice Models
• The Nonparametric Approach to Production Analysis

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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