A practical method to draw from multivariate extreme value distributions
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DOI: 10.1016/j.jocm.2024.100506
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Keywords
Multivariate extreme value (MEV) distribution; Nested logit (NL); Cross-nested logit (CNL) model; Paired combinatorial logit (PCL) model; Multiple discrete-continuous nested extreme value (MDCNEV) model; Multiple discrete-continuous generalized extreme value (MDCGEV) model;All these keywords.
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