A note on the invariance of the distribution of the maximum
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Publication:684167
DOI10.1016/J.JMATECO.2017.10.005zbMATH Open1388.91087OpenAlexW2770911468MaRDI QIDQ684167FDOQ684167
Authors: Mogens Fosgerau, P. O. Lindberg, Lars-Göran Mattsson, Jörgen W. Weibull 
Publication date: 9 February 2018
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://curis.ku.dk/ws/files/240192876/invariance170926.pdf
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Cites Work
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- Technology, Geography, and Trade
- Value of an Additional Firm in Monopolistic Competition
- Equilibrium with Product Differentiation
- The strategic equivalence of rent-seeking, innovation, and patent-race games.
- A random utility family that includes many of the ‘classical’ models and has closed form choice probabilities and choice reaction times
- Multivariate extremal processes, leader processes and dynamic choice models
- A characterization theorem for random utility variables
- Leader and maximum independence for a class of discrete choice models
- Invariance of conditional maximum utility
Cited In (6)
- Invariance of conditional maximum utility
- Some remarks on CCP-based estimators of dynamic models
- Leader and maximum independence for a class of discrete choice models
- On the representation of the nested logit model
- Editorial: a celebration of A. A. J. Marley
- A strong invariance principle for the logarithmic average of sample maxima.
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