Discrete and Continuous Choice, Max-Stable Processes, and Independence from Irrelevant Attributes
将McFadden的广义极值模型从离散选择集扩展到离散与连续混合选择集及不可观测选择集，提出基于最大稳定结构的随机效用函数假设，并推导出连续情形下选择概率的非参数可检验含义。
The generalized extreme value model was developed by D. McFadden for the case with discrete choice sets. The present paper extends this model to cases with both discrete and continuous choice sets and choice sets that are unobservable by the analyst. The author also proposes behavioral assumptions that justify random utility functions (processes) that have a max-stable structure, i.e., utility processes where the finite dimensional distributions are of the multivariate extreme value type. Finally, he derives nonparametrically testable implications for the choice probabilities in the continuous case. Copyright 1994 by The Econometric Society.