Sparse covariance estimation in logit mixture models

DOI10.1093/ectj/utab008OpenAlexW3138022501MaRDI QIDQ5083280

Mazen Danaf, Youssef M. Aboutaleb, Yifei Xie, Moshe E. Ben-Akiva

Publication date: 22 June 2022

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

Full work available at URL: https://arxiv.org/abs/2001.05034

zbMATH Keywords

machine learningdiscrete choicesparse covariance estimationalgorithmic model selectionlogit mixture models

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• CPLEX
• Gurobi
• JuMP
• Apollo

Cites Work

• Apollo

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