An adaptive Monte Carlo algorithm for computing mixed logit estimators

DOI10.1007/s10287-005-0044-yzbMath1136.62086OpenAlexW2081280387WikidataQ58185797 ScholiaQ58185797MaRDI QIDQ926315

Cinzia Cirillo, Fabian Bastin, Phillipe L. Toint

Publication date: 27 May 2008

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-005-0044-y

zbMATH Keywords

trust-region algorithmsmixed logit modelsmaximum simulated likelihood estimationMonte Carlo samplings

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Consumer behavior, demand theory (91B42)

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