Mixture models of choice under risk

DOI10.1016/j.jeconom.2009.10.011zbMath1441.62654MaRDI QIDQ737883

Anna Conte, John D. Hey, Peter G. Moffatt

Publication date: 12 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.011

zbMATH Keywords

expected utility theory; heterogeneity; mixture models; maximum simulated likelihood; rank dependent expected utility theory

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B06: Decision theory

91B16: Utility theory

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