Activity Number:
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217
- Contributed Poster Presentations: Section on Statistical Computing & Statistics in Sports
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Type:
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Contributed
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Date/Time:
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Tuesday, August 4, 2020 : 10:00 AM to 2:00 PM
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Sponsor:
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Section on Statistics in Sports
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Abstract #312801
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Title:
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Modeling Time-Varying Rankings: An Application to the Ice Hockey World Championships
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Author(s):
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Vladimír Holý*
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Companies:
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University of Economics, Prague
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Keywords:
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Ranking Data;
Random Permutation;
Plackett-Luce Distribution;
Generalized Autoregressive Score Model;
Ice Hockey Rankings
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Abstract:
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Data often occur in the form of rankings or orderings (i.e. permutations of integers). In the literature, rankings are typically treated as static. In contrast, we consider rankings to evolve over time. We propose a time series model based on the Plackett-Luce distribution with the generalized autoregressive score (GAS) dynamics for the time-varying parameters. Estimation is performed by the maximum likelihood method. We illustrate our approach in an application to the results of the Ice Hockey World Championships and show that the proposed model well captures the time-varying abilities of individual teams.
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Authors who are presenting talks have a * after their name.