Multivariate extreme value distributions and coverage of ranking probabilities

zbMath0988.62031MaRDI QIDQ1598980

Joe, Harry

Publication date: 2 July 2002

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

zbMATH Keywords

random utility modelranking probabilitiesmultivariate extreme value distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Utility theory (91B16)

Related Items (2)

Modeling the variability of rankings ⋮ Random utility models and their applications: Recent developments

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Domains of attraction of multivariate extreme value distributions
• How large is the class of generalized extreme value random utility models?
• A Multivariate Exponential Distribution

This page was built for publication: Multivariate extreme value distributions and coverage of ranking probabilities