Finitely additive extensions of distribution functions and moment sequences: the coherent lower prevision approach
From MaRDI portal
Publication:2379296
DOI10.1016/J.IJAR.2007.07.007zbMATH Open1204.60003OpenAlexW2062147134MaRDI QIDQ2379296FDOQ2379296
Authors: Yanyan Li
Publication date: 19 March 2010
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://biblio.ugent.be/publication/397873
Recommendations
- scientific article; zbMATH DE number 2070634
- An extension of the length function in the class of purely finitely additive probabilities
- scientific article; zbMATH DE number 3817828
- On moments of integral exponential functionals of additive processes
- The moment problem for finitely additive probabilities
- A moment preserving finitization across the power series family of probability distributions
- Tail probability estimates for additive functionals
- scientific article; zbMATH DE number 807469
- Finitistic and frequentistic approximation of probability measures with or without \(\sigma\)-additivity
- Finiteness of moments of certain distributions and applications
complete monotonicitylower Riemann-Stieltjes integralmoment sequencecoherent lower previsionlower distribution function
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Non-additive measure and integral
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Theory of capacities
- Title not available (Why is that?)
- The Hausdorff moment problem under finite additivity
- Title not available (Why is that?)
- \(n\)-monotone exact functionals
- Title not available (Why is that?)
- A unifying approach to integration for bounded positive charges
Cited In (10)
- The moment problem for finitely additive probabilities
- Finitely additive mixtures of probability measures
- Stochastic dominance with imprecise information
- Inference and risk measurement with the pari-mutuel model
- Computing expectations with continuous \(p\)-boxes: univariate case
- The Hausdorff moment problem under finite additivity
- Probability boxes on totally preordered spaces for multivariate modelling
- Bruno de Finetti and imprecision: imprecise probability does not exist!
- Representation theorems for partially exchangeable random variables
- Marginal extension in the theory of coherent lower previsions
This page was built for publication: Finitely additive extensions of distribution functions and moment sequences: the coherent lower prevision approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2379296)