Vladimir Vovk

Royal Holloway, University of London

Dept of Computer Science

Egham Hill

Egham, Surrey, TW20 0EX

United Kingdom

Royal Holloway, University of London

Professor

Egham Surrey TW20 0EX

United Kingdom

  • Royal Holloway, University of London

    • Email
    • Tel: +44(1784)443426

  • Royal Holloway, University of London

    • Email
    • Tel: +44 1784 443426
    • Fax: +44 1784 439786
SCHOLARLY PAPERS

4

DOWNLOADS

965

SSRN CITATIONS

10

CROSSREF CITATIONS

1

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Combining P-Values Via Averaging

Forthcoming, Biometrika
Number of pages: 29 Posted: 17 May 2018 Last Revised: 01 Sep 2020
Vladimir Vovk, Vladimir Vovk and Ruodu Wang
Royal Holloway, University of LondonRoyal Holloway, University of London and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 340 (171,951)
Citation 9

Abstract:

Loading...

hypothesis testing, multiple hypothesis testing, multiple testing of a single hypothesis, robust risk aggregation

2.

Game-Theoretic Capital Asset Pricing in Continuous Time

Game-Theoretic Probability Project Working Paper No. 2
Number of pages: 12 Posted: 13 Mar 2002
Vladimir Vovk, Vladimir Vovk and Glenn Shafer
Royal Holloway, University of LondonRoyal Holloway, University of London and Rutgers, The State University of New Jersey - Accounting & Information Systems
Downloads 304 (193,695)
Citation 1

Abstract:

Loading...

CAPM, Capital Asset Pricing Model, EMH, Efficient Market Hypothesis, continuous time, non-standard analysis, performance deficit, portfolio performance, performance of mutual funds

3.

E-values: Calibration, combination, and applications

Forthcoming in the Annals of Statistics
Number of pages: 48 Posted: 01 Jan 2020 Last Revised: 22 Sep 2020
Vladimir Vovk, Vladimir Vovk and Ruodu Wang
Royal Holloway, University of LondonRoyal Holloway, University of London and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 296 (199,171)
Citation 4

Abstract:

Loading...

Hypothesis testing, multiple hypothesis testing, Bayes factor, test martingale, admissible decisions

4.

Comment on Glenn Shafer's 'Testing by Betting'

Number of pages: 6 Posted: 20 Oct 2020
Vladimir Vovk and Vladimir Vovk
Royal Holloway, University of LondonRoyal Holloway, University of London
Downloads 25 (936,178)
Citation 1

Abstract:

Loading...

betting scores, e-values, p-values, hypothesis testing