Multiple testing under negative dependence

Z Chi, A Ramdas, R Wang - arXiv preprint arXiv:2212.09706, 2022 - arxiv.org
The multiple testing literature has primarily dealt with three types of dependence
assumptions between p-values: independence, positive regression dependence, and …

On the distribution of winners' scores in a round-robin tournament

Y Malinovsky - Probability in the Engineering and Informational …, 2022 - cambridge.org
On the distribution of winners’ scores in a round-robin tournament Page 1 Probability in the
Engineering and Informational Sciences (2022), 36:4 1098–1102 doi:10.1017/S0269964821000267 …

Joint mixability and notions of negative dependence

T Koike, L Lin, R Wang - Mathematics of Operations …, 2024 - pubsonline.informs.org
A joint mix (JM) is a random vector with a constant component-wise sum. The dependence
structure of a joint mix minimizes some common objectives, such as the variance of the …

More on Round-Robin Tournament Models with a Unique Maximum Score

Y Malinovsky - arXiv preprint arXiv:2411.02141, 2024 - arxiv.org
arXiv:2411.02141v1 [math.PR] 4 Nov 2024 More on Round-Robin Tournament Models with a
Unique Maximum Score Page 1 arXiv:2411.02141v1 [math.PR] 4 Nov 2024 More on …

On round-robin tournaments with a unique maximum score

Y Malinovsky, JW Moon - arXiv preprint arXiv:2208.14932, 2022 - arxiv.org
Richard Arnold Epstein (1927-2016) published the first edition of" The Theory of Gambling
and Statistical Logic" in 1967. He introduced some material on round-robin tournaments …

[PDF][PDF] Heavy tails and negative correlation in a binomial model for sports matches: applications to curling

J Fry, M Austin, S Fanzon - arXiv e-prints, 2024 - silviofanzon.com
A binomial model for sports matches is developed making use of the maximum possible
score n in a game. In contrast to previous approaches the scores of the two teams are …

Measures for risk, dependence and diversification

L Lin - 2024 - uwspace.uwaterloo.ca
Two primary tasks in quantitative risk management are measuring risk and managing risk.
Risk measures and dependence modeling are important tools for assessing portfolio risk …