An elementary proof of the covariance inequality for Choquet integral

DOI10.1016/J.SPL.2015.07.011MaRDI QIDQ900552zbMATH OpenOpenAlexFDO

Authors Hamzeh Agahi

Publication date 22 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.07.011

zbMATH Keywords

Choquet integralcomonotonicitymonotone set functionthe covariance inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Inequalities for sums, series and integrals (26D15) Fuzzy measure theory (28E10)

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• On some covariance inequalities for monotonic and non-monotonic functions
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Cites work

• scientific article; zbMATH DE number 833035 (Why is no real title available?)
• Chebyshev and Jensen inequalities for Choquet integral
• Chebyshev inequalities and comonotonicity
• Chebyshev type inequality for Choquet integral and comonotonicity
• Non-additive measure and integral

Cited in

(6)

• On some covariance inequalities for monotonic and non-monotonic functions
• A very simple proof of the multivariate Chebyshev's inequality
• Probability inequalities for decomposition integrals
• Chernoff’s inequality in Riesz spaces
• Covariance inequality and its applications
• An inequality for covariance with applications

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