An elementary proof of the covariance inequality for Choquet integral

DOI10.1016/J.SPL.2015.07.011zbMath1397.60046OpenAlexW1162220133MaRDI QIDQ900552

Hamzeh Agahi

Publication date: 22 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.07.011

zbMATH Keywords

Choquet integralcomonotonicitymonotone set functionthe covariance inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Inequalities for sums, series and integrals (26D15) Fuzzy measure theory (28E10)

Related Items (1)

Probability inequalities for decomposition integrals

Cites Work

• Chebyshev type inequality for Choquet integral and comonotonicity
• Chebyshev inequalities and comonotonicity
• Non-additive measure and integral
• Unnamed Item
• Unnamed Item

This page was built for publication: An elementary proof of the covariance inequality for Choquet integral