Sparse covariance estimation in logit mixture models

DOI10.1093/ECTJ/UTAB008MaRDI QIDQ5083280zbMATH OpenOpenAlexFDO

Authors Youssef M. Aboutaleb, Mazen Danaf, Yifei Xie, M. E. Ben-Akiva

Publication date 22 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.05034

zbMATH Keywords

machine learningdiscrete choicesparse covariance estimationalgorithmic model selectionlogit mixture models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Apollo

Describes a project that uses

Uses Software

• Apollo
• JuMP
• Gurobi
• CPLEX

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