Foundations of neo-Bayesian statistics
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Publication:840690
DOI10.1016/J.JET.2009.04.001zbMATH Open1198.91072OpenAlexW2039419986MaRDI QIDQ840690FDOQ840690
Authors: Massimiliano Amarante 
Publication date: 14 September 2009
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2009.04.001
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Cites Work
- Maxmin expected utility with non-unique prior
- Subjective Probability and Expected Utility without Additivity
- Title not available (Why is that?)
- Differentiating ambiguity and ambiguity attitude
- A Definition of Subjective Probability
- A strong law of large numbers for capacities
- Integral Representation Without Additivity
- Bayes' theorem for Choquet capacities
- Minimax tests and the Neyman-Pearson lemma for capacities
- Sulla rappresentazione di funzionali mediante integrali
- A Subjective Spin on Roulette Wheels
- Risk, Ambiguity, and the Separation of Utility and Beliefs
- Integral representation of continuous comonotonically additive functionals
- Symmetric, coherent, Choquet capacities
- Symmetric upper probabilities
- Minimax tests and the Neyman-Pearson lemma for capacities. Correction
- Learning from ambiguous urns
Cited In (18)
- Cost-efficient contingent claims with market frictions
- Exchangeable capacities, parameters and incomplete theories
- On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence
- A characterization of neo-additive measures
- A representation of risk measures
- Aggregation of opinions and risk measures
- Optimal insurance under maxmin expected utility
- From local utility to neural networks
- Equimeasurable rearrangements with capacities
- Ambiguity and the Bayesian paradigm
- Ambiguity and robust statistics
- Strength of preference over complementary pairs axiomatizes alpha-MEU preferences
- Optimal Risk Sharing for Maxmin Choquet Expected Utility Model
- Foundations of ambiguity models under symmetry: \(\alpha\)-MEU and smooth ambiguity
- The multiple priors of the open-minded decision maker
- Analogy in decision making
- Conditional expected utility
- Objective rationality foundations for (dynamic) \(\alpha\)-MEU
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