On the comparison of Shapley values for variance and standard deviation games

DOI10.1017/jpr.2020.106zbMath1471.91015OpenAlexW3172660570MaRDI QIDQ5152514

Marcello Galeotti, Giovanni Rabitti

Publication date: 24 September 2021

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2020.106

zbMATH Keywords

cooperative gamescovariance matrixsum of random variablesvector majorization

Mathematics Subject Classification ID

Cooperative games (91A12) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Tail variance allocation, Shapley value, and the majorization problem

Cites Work

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• The newsvendor game has a nonempty core
• Polynomial calculation of the Shapley value based on sampling
• Transversality of the Shapley value
• Variance allocation and Shapley value
• On the extensions of Barlow-Proschan importance index and system signature to dependent lifetimes
• Allocation inequality in cost sharing problem
• Tail conditional expectation for multivariate distributions: a game theory approach
• Sobol' Indices and Shapley Value
• Cooperation in Service Systems
• Shapley Effects for Global Sensitivity Analysis: Theory and Computation
• Analysis of regression in game theory approach

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