An admissible estimator of the eigenvalues of the variance-covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss.

We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001) [10]. By studying the asymptotic behavior of its capital process, we prove a generalization of the strong law of large...

In this paper we develop on a geometric model of social choice among bundles of interdependent elements (objects). Social choice can be seen as a process of search for optima in a complex multi- dimensional space and objects determine a decomposition of such a space into subspaces. We present a...

We propose a betting strategy based on Bayesian logistic regression modeling for the probability forecasting game in the framework of game-theoretic probability by Shafer and Vovk (2001). We prove some results concerning the strong law of large numbers in the probability forecasting game with...

In two-way contingency tables we sometimes find that frequencies along the diagonal cells are relatively larger (or smaller) compared to off-diagonal cells, particularly in square tables with the common categories for the rows and the columns. In this case the quasi-independence model with an...