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Moderate-Deviation-Based Inference for Random Degeneration in Paired Rank Lists


  • Peter Hall
  • Michael G. Schimek


Consider a problem where N items (objects or individuals) are judged by assessors using their perceptions of a set of performance criteria, or alternatively by technical devices. In particular, two assessors might rank the items between 1 and N on the basis of relative performance, independently of each other. We can aggregate the rank lists by assigning one if the two assessors agree, and zero otherwise, and we can modify this approach to make it robust against irregularities. In this article, we consider methods and algorithms that can be used to address this problem. We study their theoretical properties in the case of a model based on nonstationary Bernoulli trials, and we report on their numerical properties for both simulated and real data.

Suggested Citation

  • Peter Hall & Michael G. Schimek, 2012. "Moderate-Deviation-Based Inference for Random Degeneration in Paired Rank Lists," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 661-672, June.
  • Handle: RePEc:taf:jnlasa:v:107:y:2012:i:498:p:661-672 DOI: 10.1080/01621459.2012.682539

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    References listed on IDEAS

    1. Ding, Zhuanxin & Granger, Clive W. J. & Engle, Robert F., 1993. "A long memory property of stock market returns and a new model," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 83-106, June.
    2. James H. Stock & Mark W. Watson, 2003. "Has the Business Cycle Changed and Why?," NBER Chapters,in: NBER Macroeconomics Annual 2002, Volume 17, pages 159-230 National Bureau of Economic Research, Inc.
    3. Francis X. Diebold & Lutz Kilian, 2001. "Measuring predictability: theory and macroeconomic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.
    4. Alessandra Luati & Tommaso Proietti, 2010. "Hyper-spherical and elliptical stochastic cycles," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(3), pages 169-181, May.
    5. Kasahara, Yukio & Pourahmadi, Mohsen & Inoue, Akihiko, 2009. "Duals of random vectors and processes with applications to prediction problems with missing values," Statistics & Probability Letters, Elsevier, vol. 79(14), pages 1637-1646, July.
    6. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
    7. Nidhan Choudhuri & Subhashis Ghosal & Anindya Roy, 2004. "Bayesian Estimation of the Spectral Density of a Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1050-1059, December.
    8. Hannan, E J & Terrell, R D & Tuckwell, N E, 1970. "The Seasonal Adjustment of Economic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(1), pages 24-52, February.
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    Cited by:

    1. repec:bpj:sagmbi:v:16:y:2017:i:1:p:31-45:n:4 is not listed on IDEAS
    2. Li, Yumeng & Wang, Ran & Yao, Nian & Zhang, Shuguang, 2017. "A moderate deviation principle for stochastic Volterra equation," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 79-85.
    3. Arboretti, Rosa & Bonnini, Stefano & Corain, Livio & Salmaso, Luigi, 2014. "A permutation approach for ranking of multivariate populations," Journal of Multivariate Analysis, Elsevier, vol. 132(C), pages 39-57.
    4. repec:eee:csdana:v:115:y:2017:i:c:p:122-135 is not listed on IDEAS

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