A Monte Carlo experiment to analyze the curse of dimensionality in estimating random coefficients models with a full variance-covariance matrix

Transportation Research Part B: Methodological

Volumn 46, Issue 2, 2012, Pages 321-332

  Cherchi, Elisabetta ^a   Guevara, Cristian Angelo ^b  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

^b UNIVERSIDAD DE LOS ANDES   (Chile)

Author keywords

Curse of dimensionality; Estimation methods; Monte Carlo experiments; Random coefficients models

Indexed keywords

COVARIANCE MATRIX; ESTIMATION; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; MAXIMUM PRINCIPLE; PARAMETER ESTIMATION;

CURSE OF DIMENSIONALITY; ESTIMATION METHODS; EXPECTATION MAXIMIZATION; MAXIMUM SIMULATED LIKELIHOODS; MONTE CARLO EXPERIMENTS; RANDOM COEFFICIENTS MODEL; SIMULATION-BASED METHOD; VARIANCE-COVARIANCE MATRICES;

MONTE CARLO METHODS;

COVARIANCE ANALYSIS; EMPIRICAL ANALYSIS; ESTIMATION METHOD; LOGIT ANALYSIS; MATRIX; MAXIMUM LIKELIHOOD ANALYSIS; MONTE CARLO ANALYSIS; PARAMETERIZATION; VARIANCE ANALYSIS; VECTOR;

EID: 84856381091     PISSN: 01912615     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.trb.2011.10.006     Document Type: Article

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