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Spatial-temporal linear model and the corresponding likelihood-based statistical inference are important tools for the analysis of spatial-temporal lattice data. In this paper, we study the asymptotic properties of maximum likelihood…
The maximum-likelihood estimator of nonlinear panel data models with fixed effects is consistent but asymptotically-biased under rectangular-array asymptotics. The literature has thus far concentrated its effort on devising methods to…
This contribution introduces a novel statistical learning methodology based on the Bradley-Terry method for pairwise comparisons, where the novelty arises from the method's capacity to estimate the worth of objects for a primary attribute…
The Bradley-Terry-Luce (BTL) model is one of the most widely used models for ranking a collection of items or agents based on pairwise comparisons among them. Given $n$ agents, the BTL model endows each agent $i$ with a latent skill score…
The Plackett--Luce model has been extensively used for rank aggregation in social choice theory. A central statistical question in this model concerns estimating the utility vector that governs the model's likelihood. In this paper, we…
We propose a time-varying generalization of the Bradley-Terry model that allows for nonparametric modeling of dynamic global rankings of distinct teams. We develop a novel estimator that relies on kernel smoothing to pre-process the…
Most statistical models for pairwise comparisons, including the Bradley-Terry (BT) and Thurstone models and many extensions, make a relatively strong assumption of stochastic transitivity. This assumption imposes the existence of an…
We propose a general framework for statistical inference on the overall strengths of players in pairwise comparisons, allowing for potential shifts in the covariate distribution. These covariates capture important contextual information…
Ranking items based on pairwise comparisons is common, from using match outcomes to rank sports teams to using purchase or survey data to rank consumer products. Statistical inference-based methods such as the Bradley-Terry model, which…
PageRank and the Bradley-Terry model are competing approaches to ranking entities such as teams in sports tournaments or journals in citation networks. The Bradley-Terry model is a classical statistical method for ranking based on paired…
Many properties in the real world don't have metrics and can't be numerically observed, making them difficult to learn. To deal with this challenging problem, prior works have primarily focused on estimating those properties by using graded…
Data in the form of pairwise comparisons arises in many domains, including preference elicitation, sporting competitions, and peer grading among others. We consider parametric ordinal models for such pairwise comparison data involving a…
We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…
We consider a one dimensional ballistic random walk evolving in a parametric independent and identically distributed random environment. We study the asymptotic properties of the maximum likelihood estimator of the parameter based on a…
We study asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations of the log-price process. We distinguish three cases: subcritical (also called ergodic), critical and supercritical. In…
This paper introduces the Bradley-Terry Regression Trunk model, a novel probabilistic approach for the analysis of preference data expressed through paired comparison rankings. In some cases, it may be reasonable to assume that the…
In this article we study the asymptotic predictive optimality of a model selection criterion based on the cross-validatory predictive density, already available in the literature. For a dependent variable and associated explanatory…
Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood…
Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of this paper is to establish the asymptotic…
This technical report studies the problem of ranking from pairwise comparisons in the classical Bradley-Terry-Luce (BTL) model, with a focus on score estimation. For general graphs, we show that, with sufficiently many samples, maximum…