Symmetric, coherent, Choquet capacities
From MaRDI portal
Publication:1816983
DOI10.1214/aos/1032526967zbMath0862.60004OpenAlexW2150245305MaRDI QIDQ1816983
Joseph B. Kadane, Larry Alan Wasserman
Publication date: 25 May 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1032526967
Bayesian robustnessmajorizationequimeasurabilitylower probabilitiesChoquet capacitiestwo-alternating capacities
Related Items
The Choquet integral of log-convex functions, Foundations of neo-Bayesian statistics, Law-invariant functionals that collapse to the mean: beyond convexity, An axiomatic approach to default risk and model uncertainty in rating systems, The use of Markov operators to constructing generalised probabilities, A characterization of exact non-atomic market games, Aggregation of opinions and risk measures, Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure, Jeffrey's conditioning rule in neighbourhood models, Ambiguity on the insurer's side: the demand for insurance
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the Huber-Strassen theorem
- A note on undominated lower probabilities
- Expected utility with purely subjective non-additive probabilities
- Lower probability models for uncertainty and non-deterministic processes
- Bayesian inference using intervals of measures
- Binary experiments, minimax tests and 2-alternating capacities
- Symmetric upper probabilities
- Non-additive measure and integral
- Concentration functions and Bayesian robustness. (With discussion)
- Robust Bayesian analysis: sensitivity to the prior
- Bayes' theorem for Choquet capacities
- On the representation of doubly stochastic operators
- On Muirhead's theorem
- Measure preserving transformations and rearrangements
- Cores of convex games
- Minimax tests and the Neyman-Pearson lemma for capacities
- Infinitely subadditive capacities as upper envelopes of measures
- Sensitivity in Bayesian Statistics: The Prior and the Likelihood
- Subjective Probability and Expected Utility without Additivity
- On solutions of minimax test problems for special capacities
- An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
- Orbits of L 1 -Functions Under Doubly Stochastic Transformation
- Upper and Lower Probabilities Induced by a Multivalued Mapping
- Robust Statistics
- Inequalities: theory of majorization and its applications