Multifunctions of faces for conditional expectations of selectors and Jensen's inequality

DOI10.1016/0047-259X(80)90071-8zbMath0456.60004OpenAlexW2086892428MaRDI QIDQ1150931

Andrzej S. Kozek, Zdzislaw Suchanecki

Publication date: 1980

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(80)90071-8

zbMATH Keywords

multifunctionconditional expectationJensen's inequalityselectorface of a convex setrandom convex set

Mathematics Subject Classification ID

Inequalities and extremum problems involving convexity in convex geometry (52A40) Probabilistic measure theory (60A10) Sufficiency and information (62B99)

Related Items (6)

Mean absolute deviations of sample means and minimally concentrated binomials ⋮ Multifunctions of faces for conditional expectations of selectors and Jensen's inequality ⋮ Sufficiency and Jensen's inequality for conditional expectations ⋮ Nonsmooth analysis and approximation ⋮ Conditional expectation of integrands and random sets ⋮ A refined Jensen's inequality in Hilbert spaces and empirical approximations

Cites Work

• Multifunctions of faces for conditional expectations of selectors and Jensen's inequality
• Convexity and conditional expectations
• Jensen's inequality for a convex vector-valued function on an infinite-dimensional space
• A generalized Jensen's inequality
• Abstract martingale convergence theorems
• Survey of Measurable Selection Theorems
• Atomes conditionnels d'un espace de probabilité
• Topologies on Spaces of Subsets
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