相关论文: Comparative analysis of the existence and uniquene…
In this paper, paired comparison models with stochastic background are investigated. We focus on the models that allow three options for choice. We estimate all parameters, the strength of the objects and the boundaries of equal decision,…
Thurstonian and Bradley-Terry models are the most commonly applied models in the analysis of paired comparison data. Since their introduction, numerous developments have been proposed in different areas. This paper provides an updated…
In the Bradley-Terry model for paired comparisons, and its extensions to include order effects and ties, the maximum likelihood estimates of probabilities of certain outcomes can be 0 or 1 under certain data configurations. This poses…
Several methods of preference modeling, ranking, voting and multi-criteria decision making include pairwise comparisons. It is usually simpler to compare two objects at a time, furthermore, some relations (e.g., the outcome of sports…
We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates…
Ranking problems based on pairwise comparisons, such as those arising in online gaming, often involve a large pool of items to order. In these situations, the gap in performance between any two items can be significant, and the smallest and…
The Bradley-Terry model is widely used for pairwise comparison data analysis. In this paper, we analyze the asymptotic behavior of the maximum likelihood estimator of the Bradley-Terry model in its logistic parameterization, under a general…
The rating of items based on pairwise comparisons has been a topic of statistical investigation for many decades. Numerous approaches have been proposed. One of the best known is the Bradley-Terry model. This paper seeks to assemble and…
The Bradley-Terry model assigns probabilities for the outcome of paired comparison experiments based on strength parameters associated with the objects being compared. We consider different proposed choices of prior parameter distributions…
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…
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…
There are various parametric models for analyzing pairwise comparison data, including the Bradley-Terry-Luce (BTL) and Thurstone models, but their reliance on strong parametric assumptions is limiting. In this work, we study a flexible…
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 obtain an exact necessary and sufficient condition for the existence and uniqueness of equilibrium asset prices in infinite horizon, discrete-time, arbitrage free environments. Through several applications we show how the condition…
We propose new results for the existence and uniqueness of a general nonparametric and nonseparable competitive equilibrium with substitutes. These results ensure the invertibility of a general competitive system. The existing literature…
This paper deals with multivariate Gaussian models for which the covariance matrix is a Kronecker product of two matrices. We consider maximum likelihood estimation of the model parameters, in particular of the covariance matrix. There is…
Comparative Judgement is an assessment method where item ratings are estimated based on rankings of subsets of the items. These rankings are typically pairwise, with ratings taken to be the estimated parameters from fitting a Bradley-Terry…
Statistical inference using pairwise comparison data is an effective approach to analyzing large-scale sparse networks. In this paper, we propose a general framework to model the mutual interactions in a network, which enjoys ample…
We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…
This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…