Related papers: On the representation of the nested logit model
A new class of copulas based on order statistics was introduced by Baker (2008). Here, further properties of the bivariate and multivariate copulas are described, such as that of likelihood ratio dominance (LRD), and further bivariate…
By exploiting McFadden (1974)'s results on conditional logit estimation, we show that there exists a one-to-one mapping between existence and uniqueness of conditional maximum likelihood estimates of the binary logit model with fixed…
The logit model is often used to analyze experimental data. However, randomization does not justify the model, so the usual estimators can be inconsistent. A consistent estimator is proposed. Neyman's non-parametric setup is used as a…
Many types of bounded data defined on the unit interval arise naturally as ratios of the form $X/(X + Y)$. In the existing literature, the main statistical models proposed for this type of bounded data typically based on the assumption that…
We prove precise conditional estimates for the third moment of the logarithm of the Riemann zeta function, refining what is implied by the Selberg central limit theorem, both for the real and imaginary parts. These estimates match…
This technical note provides comprehensive derivations of fundamental equations in two-level nested and sequential logit models for analyzing hierarchical choice structures. We present derivations of the Berry (1994) inversion formula,…
Assuming the Riemann hypothesis, we prove estimates for the variance of the real and imaginary part of the logarithm of the Riemann zeta-function in short intervals. We give three different formulations of these results. Assuming a…
Articles in Marketing and choice literatures have demonstrated the need for incorporating person-level heterogeneity into behavioral models (e.g., logit models for multiple binary outcomes as studied here). However, the logit likelihood…
We provide an integral representation for the (implied) copulas of dependent random variables in terms of their moment generating functions. The proof uses ideas from Fourier methods for option pricing. This representation can be used for a…
We introduce an extended d-variate Farlie-Gumbel-Morgenstern (FGM) copula that incorporates additional parameters based on Legendre polynomials to enhance the representation of multivariate dependence structures. Within an i.i.d. framework,…
I consider the Hermitean two-matrix model with a logarithmic potential which is associated in the one-matrix case with the Penner model. Using loop equations I find an explicit solution of the model at large N (or in the spherical…
This is the second installment in a series of papers aimed at generalizing symplectic capacities and homologies. We study symmetric versions of symplectic capacities for real symplectic manifolds, and obtain corresponding results for them…
We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…
This paper presents a method for fitting a copula-driven generalized linear mixed models. For added flexibility, the skew-normal copula is adopted for fitting. The correlation matrix of the skew-normal copula is used to capture the…
Probability density estimation is a central task in statistics. Copula-based models provide a great deal of flexibility in modelling multivariate distributions, allowing for the specifications of models for the marginal distributions…
We consider the problem of estimating self-exciting generalized linear models from limited binary observations, where the history of the process serves as the covariate. We analyze the performance of two classes of estimators, namely the…
These notes were written for the mini-course "Extrema of log-correlated random variables: Principles and Examples" at the Introductory School held in January 2015 at the Centre International de Rencontres Math\'ematiques in Marseille. There…
We show the existence of a set $A\subseteq \mathbb{Z}_{\geq 2}$ satisfying the estimates of the Bateman--Horn conjecture, Goldbach's conjecture, and also \[ \#\{p\leq x \text{ prime} ~|~ p\in A\} \gg x(\log\log x)/(\log x)^2. \]
We develop a nested EM routine for latent class models with covariates which allows maximization of the full-model log-likelihood and, differently from current methods, guarantees monotone log-likelihood sequences along with improved…
We consider randomized mechanisms with optional participation. Preferences over lotteries are modeled using skew-symmetric bilinear (SSB) utility functions, a generalization of classic von Neumann-Morgenstern utility functions. We show that…