A note on the invariance of the distribution of the maximum

DOI10.1016/J.JMATECO.2017.10.005MaRDI QIDQ684167zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

invarianceextreme valuediscrete choicerandom utilityleader-maximum

Mathematics Subject Classification ID

Decision theory (91B06)

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Cites work

• scientific article; zbMATH DE number 3965301 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 858900 (Why is no real title available?)
• scientific article; zbMATH DE number 3297399 (Why is no real title available?)
• A characterization theorem for random utility variables
• A random utility family that includes many of the ‘classical’ models and has closed form choice probabilities and choice reaction times
• An introduction to copulas.
• Equilibrium with Product Differentiation
• Invariance of conditional maximum utility
• Leader and maximum independence for a class of discrete choice models
• Multivariate extremal processes, leader processes and dynamic choice models
• Some results on random utility models
• Technology, Geography, and Trade
• The strategic equivalence of rent-seeking, innovation, and patent-race games.
• Value of an Additional Firm in Monopolistic Competition

Cited in

(6)

• A strong invariance principle for the logarithmic average of sample maxima.
• Some remarks on CCP-based estimators of dynamic models
• Editorial: a celebration of A. A. J. Marley
• Leader and maximum independence for a class of discrete choice models
• Invariance of conditional maximum utility
• On the representation of the nested logit model

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