足球比赛结果的相关性:传统模型假设与替代方案
On the dependence in football match outcomes: traditional model assumptions and an alternative proposal
摘要:
常规用于模拟足球比赛结果的方法的特征在于对两支竞争球队的进球数与其边缘分布之间的依赖性的强有力的假设。在这项工作中,我们认为,传统的假设并不总是基于坚实的论据。虽然这些假设在最近的文献中已经放宽,但Dixon和Coles在1997年引入的模型仍然代表了博彩业的参考点。在保持其概念上的简单性,我们提出了一个修改的依赖结构。一个真实的数据应用程序表明,我们的模型,名为Mar-Co,在几个投注场景中优于Dixon和Coles,参数解释提供了对联赛动态的关键见解。
英文摘要:
The approaches routinely used to model the outcomes of football matches are characterised by strong assumptions about the dependence between the number of goals scored by the two competing teams and their marginal distribution. In this work, we argue that the assumptions traditionally made are not always based on solid arguments. Although most of these assumptions have been relaxed in the recent literature, the model introduced by Dixon and Coles in 1997 still represents a point of reference in the betting industry. While maintaining its conceptual simplicity, we propose a modification of the dependence structure. A real data application suggests that our model, named Mar-Co, outperforms the Dixon and Coles one in several betting scenarios, and parameter interpretation provides key insights on league dynamics.
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