A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions

DOI10.1007/s11238-017-9638-4zbMath1395.62111OpenAlexW2770229819MaRDI QIDQ1744217

Chandra R. Bhat, Patrícia S. Lavieri

Publication date: 16 April 2018

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-017-9638-4

zbMATH Keywords

copulaheterogeneitychoice modelingmultinomial probitMACML

Mathematics Subject Classification ID

Decision theory (91B06) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Uses Software

• AMLET
• sn

Cites Work

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• The Skew-Normal and Related Families
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• A note on composite likelihood inference and model selection
• Identification in Differentiated Products Markets Using Market Level Data
• Applied Choice Analysis
• An Optimum Property of Regular Maximum Likelihood Estimation

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