609 citations · 775 across the 20 of their papers we have counts for
20 papers
Two ways game-theoretic probability can improve data analysis
Glenn Shafer
When testing a statistical hypothesis, is it legitimate to deliberate on the basis of initial data about whether and how to collect further data? Game-theoretic probability's funda…
Game-theoretic statistics and safe anytime-valid inference
Aaditya Ramdas, Peter Grünwald, Vladimir Vovk +1
Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty -- e-processes for testing and confidence sequences for estimation -- that remain valid…
The Language of Betting as a Strategy for Statistical and Scientific Communication
Glenn Shafer
The established language for statistical testing --- significance levels, power, and p-values --- is overly complicated and deceptively conclusive. Even teachers of statistics and…
The origins and legacy of Kolmogorov's Grundbegriffe
Glenn Shafer, Vladimir Vovk
April 25, 2003, marked the 100th anniversary of the birth of Andrei Nikolaevich Kolmogorov, the twentieth century's foremost contributor to the mathematical and philosophical found…
Game-Theoretic Capital Asset Pricing in Continuous Time
Vladimir Vovk, Glenn Shafer
We derive formulas for the performance of capital assets in continuous time from an efficient market hypothesis, with no stochastic assumptions and no assumptions about the beliefs…
A game-theoretic derivation of the effect
Vladimir Vovk, Glenn Shafer
We study the origins of the effect in finance and SDE. In particular, we show, in the game-theoretic framework, that market volatility is a consequence of the absence o…