The price of independence in a model with unknown dependence
From MaRDI portal
Publication:6173739
DOI10.1016/j.mathsocsci.2023.02.008zbMath1520.91107MaRDI QIDQ6173739
Michael J. Klass, Victor H. de la Peña, Lorán Chollete
Publication date: 13 July 2023
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Increasing interdependence of multivariate distributions
- Awareness of unawareness: a theory of decision making in the face of ignorance
- An introduction to copulas.
- Modelling dependency in multivariate paired comparisons: a log-linear approach
- Equilibrium asset pricing with systemic risk
- Local versus overall segregation measures
- Maxmin expected utility with non-unique prior
- A method of approximating expectations of functions of sums of independent random variables
- A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
- Evaluation of some weighted majority decision rules under dependent voting
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- On the recovery of joint distributions from limited information
- Preference-based unawareness
- Assessing Dependence: Some Experimental Results
- Correlations and Copulas for Decision and Risk Analysis
- Subjective Probability and Expected Utility without Additivity
- Solving Optimization Problems with Diseconomies of Scale via Decoupling
- Correlation Neglect in Belief Formation
- Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables
- Probability Inequalities for Sums of Bounded Random Variables
This page was built for publication: The price of independence in a model with unknown dependence
