This paper develops nonparametric estimation for discrete choice models based on the Mixed Multinomial Logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random utility maximization, subject to the identification of an...

Consistency of Bayesian nonparametric procedures has been the focus of a considerable amount of research. Here we deal with strong consistency for Bayesian density estimation. An awkward consequence of inconsistency is pointed out. We investigate reasons for inconsistency and precisely identify...