相关论文: Cross-Correlation in cricket data and RMT
In this article, we develop methods for sample size and power calculations in four-level intervention studies when intervention assignment is carried out at any level, with a particular focus on cluster randomized trials (CRTs). CRTs…
While average treatment effects (ATE) and conditional average treatment effects (CATE) provide valuable population- and subgroup-level summaries, they fail to capture uncertainty at the individual level. For high-stakes decision-making,…
Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times between the events are also random variables with arbitrary…
Stepped wedge cluster randomized trials (SW-CRTs) with binary outcomes are increasingly used in prevention and implementation studies. Marginal models represent a flexible tool for analyzing SW-CRTs with population-averaged interpretations,…
Stepped-wedge cluster randomised trials (SW-CRTs) increasingly evaluate complex interventions, yet methodological guidance for analysing composite endpoints using generalized pairwise comparisons (GPC)remains limited. This work investigates…
This article investigates the correlation structure of the global crude oil market using the daily returns of 71 oil price time series across the world from 1992 to 2012. We identify from the correlation matrix six clusters of time series…
In this paper, we completely determine the cross correlation distribution between an $m$-sequence $(s_t)$ of period $p^n-1$ and its $d$-decimated sequence $(s_{dt})$, where $d = \frac{p^n-1}{3} + p^i$, $p \equiv 1 \pmod{3}$,…
In this article, we first establish the joint central limit theorem (CLT) for the extreme eigenvalues of the sample correlation matrix of high-dimensional random walks with cross-sectional dependence. We further investigate the asymptotic…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions. Many statistics in one can be interpreted in terms of quantities of the other; for example, zeros of…
How often can we expect a Major League Baseball team to score at least 20 runs in a single game? Considered a rare event in baseball, the outcome of scoring at least 20 runs in a game has occurred 224 times during regular season games since…
The contact process is a non-equilibrium Hamiltonian model that, even in one dimension, lacks an exact solution and has been extensively studied via Monte Carlo simulations, both in steady-state and time-dependent scenarios. Although the…
A Bayesian Survival Analysis method is motivated and developed for analysing sequences of scores made by a batsman in test or first class cricket. In particular, we expect the presence of an effect whereby the distribution of scores has…
The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform to calculate correlation matrices…
Using a panel of 102 countries from PWT 10.0 covering 1970-2019, we examine the veracity of the assumption that a time-homogeneous, first-order process describes the evolution of the cross-country distribution of per capita output, an…
We investigate the time evolution of lead changes within individual games of competitive team sports. Exploiting ideas from the theory of random walks, the number of lead changes within a single game follows a Gaussian distribution. We show…
The randomization inference literature studying randomized controlled trials (RCTs) assumes that units' potential outcomes are deterministic. This assumption is unlikely to hold, as stochastic shocks may take place during the experiment. In…
Count data play a crucial role in sports analytics, providing valuable insights into various aspects of the game. Models that accurately capture the characteristics of count data are essential for making reliable inferences. In this paper,…
This work examines the time complexity of quantum search algorithms on combinatorial $t$-designs with multiple marked elements using the continuous-time quantum walk. Through a detailed exploration of $t$-designs and their incidence…
A new algorithm of the analysis of correlation among economy time series is proposed. The algorithm is based on the power law classification scheme (PLCS) followed by the analysis of the network on the percolation threshold (NPT). The…
Matching is one of the simplest approaches for estimating causal effects from observational data. Matching techniques compare the observed outcomes across pairs of individuals with similar covariate values but different treatment statuses…