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A novel algorithm for drawing nested extreme value random variables
DOI:10.1016/j.jocm.2025.100575.png)
Abstract
En 中文
• I present an algorithm for drawing nested extreme value random variables. • I implement the algorithm in an R package, nev. • nev executes quickly even when the number of alternatives and the number of nests are large.
Journal
IF:
2.4
Papers:
44
Citations:
1.3K
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