相关论文: Cross-Correlation in cricket data and RMT

This paper proposes Competing Mechanism Games Played Through Agent (CMGPTA), an extension of the GPTA (Prat and Rustichini (2003)), where a Principal can offer any arbitrary mechanism that specifies a transfer schedule for each agent…

This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…

{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…

In cluster randomized controlled trials (CRCT) with a finite populations, the exact design-based variance of the Horvitz-Thompson (HT) estimator for the average treatment effect (ATE) depends on the joint distribution of unobserved…

We study the various sectors of the Bombay Stock Exchange(BSE) for a period of 8 years from April 2006 - March 2014. Using the data of daily returns of a period of eight years we make a direct model free analysis of the pattern of the…

The micro-randomized trial (MRT) is a sequential randomized experimental design to empirically evaluate the effectiveness of mobile health (mHealth) intervention components that may be delivered at hundreds or thousands of decision points.…

We investigate the statistical properties of the correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz…

Player synergies are a salient feature of team sports. In the team game of cricket, player synergies may be reflected in batting partnerships. Batting partnerships have been analysed extensively. In this paper, we introduce and precisely…

We prove a concentration phenomenon on the empirical eigenvalue distribution (EED) of the principal submatrix in a random hermitian matrix whose distribution is invariant under unitary conjugacy; for example, this class includes GUE…

Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

We investigated the temporal distribution of goals in soccer using event-level data from 3,433 matches across 21 leagues and competitions. Contrary to the prevailing notion of randomness, we found that the probability of a goal being scored…

A random walk-like model is considered to discuss statistical aspects of tournaments. The model is applied to soccer leagues with emphasis on the scores. This competitive system was computationally simulated and the results are compared…

The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…

We adopt the concept of the correlation matrix to study correlations among sequences of time-extended events occuring repeatedly at consecutive time-intervals. As an application we analyse the magnetoencephalography recordings obtained from…

Matching is an appealing way to design observational studies because it mimics the data structure produced by stratified randomized trials, pairing treated individuals with similar controls. After matching, inference is often conducted…

This research has developed a statistical modeling procedure to predict outcomes of future cricket tournaments. Proposed model provides an insight into the application of stratified survey sampling to the team selection pattern by…

One of the requirements for team sports analysis is to track and recognize players. Many tracking and reidentification methods have been proposed in the context of video surveillance. They show very convincing results when tested on public…

Through simple analytical calculations and numerical simulations, we demonstrate the generic existence of a self-organized macroscopic state in any large multivariate system possessing non-vanishing average correlations between a finite…

Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…

This paper studies the spectral behavior of large dimensional Chatterjee's rank correlation matrix when observations are independent draws from a high-dimensional random vector with independent continuous components. We show that the…