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- GILBERT W. BASSETT, ROGER KOENKER, GREGORY KORDAS, Oscar Wilde
- 2004

Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory that replaces the classical expected utility criterion with a Choquet expectation that accentuates the likelihood of the least favorable outcomes. A parallel theory has recently emerged in the literature on risk assessment. It is shown that pessimistic… (More)

- Mike Norman, Donald Erskine, Derek Matthews, Kariann McAlister, Sean McAraw, Glen Sachtleben +19 others
- 2010

A quantile regression variant of the classical paired comparison model of mean ratings is proposed. The model is estimated using data for the regular 2004-05 U.S. college basketball season, and evaluated based on predictive performance for the 2005 NCAA basketball tournament. Rather than basing predictions entirely on conditional mean estimates produced by… (More)

- Mustafa A. Biviji, Canan Uckun, Gilbert Bassett, Jianhui Wang, Dan Ton
- ISGT
- 2014

Suppose that X 1 , · · · , X n are i.i.d. random variables with distribution function F. It is well known that if F is differentiable at the α-quantile q(α) with F (q(α)) > 0 then the sample quantile is asymptotically normal. In this note we compare this standard quantile estimator to one obtained by taking weighted averages of sample quantiles from… (More)

In the usual model for rating teams, the outcome of a pairwise contest is represented by the difference in the relative strength of the teams. In this paper the standard model is extended to account for the total points scored by each team. The new model can be used to predict not only that the Cowboys are three points better than the Bears, but that the… (More)

PORTFOLIO RETURNS One last report and he'd be batting a thousand. The strategy of hiring specialized sector managers was looking better than he could have hoped. He had disaggregated the S&P500 into four homogeneous sectors and hired managers to handle each separate portfolio. He was waiting for the numbers from the last manager. The other three had already… (More)

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