Comonotone lower probabilities with robust marginal distributions functions
DOI10.1007/s13398-022-01273-xzbMath1487.60004OpenAlexW4281735650MaRDI QIDQ2144427
Publication date: 13 June 2022
Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13398-022-01273-x
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17) Axioms; other general questions in probability (60A05)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Independent products in infinite spaces
- Probability boxes on totally preordered spaces for multivariate modelling
- Independent natural extension
- Optimal coupling of multivariate distributions and stochastic processes
- On the transitivity of the comonotonic and countermonotonic comparison of random variables
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Sklar's theorem for minitive belief functions
- Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound
- Default reasoning and possibility theory
- The concept of comonotonicity in actuarial science and finance: theory.
- Sklar's theorem in an imprecise setting
- On extreme points of p-boxes and belief functions
- Comonotonicity for sets of probabilities
- Complete convergence for arrays of rowwise negatively orthant dependent random variables
- A modified version of stochastic dominance involving dependence
- A full scale Sklar's theorem in the imprecise setting
- Strong laws of large numbers for positively dependent random variables
- Conglomerable natural extension
- On the connection between probability boxes and possibility measures
- Verified Computation with Probabilities
- Risk Measures and Comonotonicity: A Review
- IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
- Bivariate p-boxes
- The Dual Theory of Choice under Risk
- Shapley and Banzhaf Values as Probability Transformations
- Game‐Theoretic Foundations for Probability and Finance
- Robust Statistics
This page was built for publication: Comonotone lower probabilities with robust marginal distributions functions
