Evaluating uncertainty with vertical barrier models
From MaRDI portal
Publication:6548455
Recommendations
Cites work
- 2-monotone outer approximations of coherent lower probabilities
- An uncertainty interchange format with imprecise probabilities
- Conditioning and Dilation with Coherent Nearly-Linear Models
- Decomposable capacities, distorted probabilities and concave capacities
- Dilation properties of coherent Nearly-Linear models
- Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
- scientific article; zbMATH DE number 48344 (Why is no real title available?)
- scientific article; zbMATH DE number 3514749 (Why is no real title available?)
- scientific article; zbMATH DE number 3560492 (Why is no real title available?)
- Independent natural extension
- Inference with nearly-linear uncertainty models
- Lower Previsions
- Minimax tests and the Neyman-Pearson lemma for capacities
- Nearly-linear uncertainty measures
- Necessary and sufficient consensus conditions for the eventwise aggregation of lower probabili\-ties
- On the closure of families of fuzzy measures under eventwise aggregations
- On the selection of an optimal outer approximation of a coherent lower probability
- Outer approximating coherent lower probabilities with belief functions
- Pari-mutuel probabilities as an uncertainty model
- Processing distortion models: a comparative study
- Set functions, games and capacities in decision making
- The aggregation of imprecise probabilities
- The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
Cited in
(4)- General inferential limits under differential and pufferfish privacy
- Special issue: thirteenth international symposium on imprecise probabilities: theories and applications (ISIPTA'2023)
- A comparative analysis of aggregation rules for coherent lower previsions
- The imprecise vertical barrier models for distorting lower probabilities
This page was built for publication: Evaluating uncertainty with vertical barrier models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6548455)