Symmetric, coherent, Choquet capacities

DOI10.1214/AOS/1032526967MaRDI QIDQ1816983zbMATH OpenOpenAlexFDO

Authors Joseph B. Kadane, Larry 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

zbMATH Keywords

Bayesian robustnessChoquet capacitiesequimeasurabilitylower probabilitiesmajorizationtwo-alternating capacities

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Foundations of probability theory (60A99)

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Cites work

• A note on undominated lower probabilities
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• Bayes' theorem for Choquet capacities
• Bayesian inference using intervals of measures
• Binary experiments, minimax tests and 2-alternating capacities
• Concentration functions and Bayesian robustness. (With discussion)
• Cores of convex games
• Expected utility with purely subjective non-additive probabilities
• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 3271180 (Why is no real title available?)
• scientific article; zbMATH DE number 3201010 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• Infinitely subadditive capacities as upper envelopes of measures
• Lower probability models for uncertainty and non-deterministic processes
• Measure preserving transformations and rearrangements
• Minimax tests and the Neyman-Pearson lemma for capacities
• Non-additive measure and integral
• On Muirhead's theorem
• On solutions of minimax test problems for special capacities
• On the Huber-Strassen theorem
• On the representation of doubly stochastic operators
• Orbits of L 1 -Functions Under Doubly Stochastic Transformation
• Robust Bayesian analysis: sensitivity to the prior
• Robust Statistics
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood
• Subjective Probability and Expected Utility without Additivity
• Symmetric upper probabilities
• Upper and Lower Probabilities Induced by a Multivalued Mapping

Cited in

(16)

• Capacités de Choquet finies et profinies. (Finite and profinite Choquet capacities)
• Bayes' theorem for Choquet capacities
• Law-invariant functionals that collapse to the mean: beyond convexity
• Aggregation of opinions and risk measures
• Ambiguity on the insurer's side: the demand for insurance
• Jeffrey's conditioning rule in neighbourhood models
• The symmetric Choquet integral with respect to Riesz-space-valued capacities
• The use of Markov operators to constructing generalised probabilities
• A characterization of exact non-atomic market games
• Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure
• A note on the relation between Liu's uncertain measure and Choquet capacity
• An axiomatic approach to default risk and model uncertainty in rating systems
• Capacities and Choquet averages of ultrafilters
• Distortion risk measures: prudence, coherence, and the expected shortfall
• The Choquet integral of log-convex functions
• Foundations of neo-Bayesian statistics

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