Foundations of neo-Bayesian statistics

DOI10.1016/J.JET.2009.04.001MaRDI QIDQ840690zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Choquet integralaffine functionsextension comonotonic additive functionalsinvariant bi-separable preferencesneo-Bayesian statistics

Mathematics Subject Classification ID

Decision theory (91B06) Statistical decision theory (62C99) Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3195782 (Why is no real title available?)
• A Definition of Subjective Probability
• A Subjective Spin on Roulette Wheels
• A strong law of large numbers for capacities
• Bayes' theorem for Choquet capacities
• Differentiating ambiguity and ambiguity attitude
• Integral Representation Without Additivity
• Integral representation of continuous comonotonically additive functionals
• Learning from ambiguous urns
• Maxmin expected utility with non-unique prior
• Minimax tests and the Neyman-Pearson lemma for capacities
• Minimax tests and the Neyman-Pearson lemma for capacities. Correction
• Risk, Ambiguity, and the Separation of Utility and Beliefs
• Subjective Probability and Expected Utility without Additivity
• Sulla rappresentazione di funzionali mediante integrali
• Symmetric upper probabilities
• Symmetric, coherent, Choquet capacities

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: -MEU and smooth ambiguity
• The multiple priors of the open-minded decision maker
• Conditional expected utility
• Analogy in decision making
• Objective rationality foundations for (dynamic) \(\alpha\)-MEU

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