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Stochastic dynamic Thurstone-Mosteller models for sports tournaments
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Cattelan, Manuela, Varin, Cristiano and Firth, David (2010) Stochastic dynamic Thurstone-Mosteller models for sports tournaments. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2010 (No.19).
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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
Abstract
In the course of national sports tournaments, usually lasting several months, it is expected
that the abilities of teams taking part in the tournament change in time. A dynamic extension
of the Thurstone-Mosteller model for paired comparison data is introduced to model
the outcomes of sporting contests allowing for time-varying abilities. It is assumed that the
development of teams' abilities follows a stationary process and a team-specific home effect
is considered. The likelihood function of the proposed model requires the approximation of
a high dimensional integral. This difficulty is overcome by means of maximum simulated
likelihood via the Geweke-Hajivassiliou-Keane algorithm. Ranking of teams and forecasting
future match results are performed through a Metropolis-Hastings algorithm. The methodology
is applied to sports data with and without tied contests, namely the 2006-2007 Italian
volleyball league and the 2008-2009 Italian Serie A football season.
| Item Type: | Working or Discussion Paper (Working Paper) | ||||
|---|---|---|---|---|---|
| Subjects: | Q Science > QA Mathematics | ||||
| Divisions: | Faculty of Science > Statistics | ||||
| Library of Congress Subject Headings (LCSH): | Sports tournaments -- Mathematical models | ||||
| Series Name: | Working papers | ||||
| Publisher: | University of Warwick. Centre for Research in Statistical Methodology | ||||
| Place of Publication: | Coventry | ||||
| Official Date: | September 2010 | ||||
| Dates: |
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| Volume: | Vol.2010 | ||||
| Number: | No.19 | ||||
| Number of Pages: | 25 | ||||
| Institution: | University of Warwick | ||||
| Status: | Not Peer Reviewed | ||||
| Access rights to Published version: | Open Access |
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