An elementary proof of the covariance inequality for Choquet integral

DOI10.1016/J.SPL.2015.07.011zbMATH Open1397.60046OpenAlexW1162220133MaRDI QIDQ900552FDOQ900552

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

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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)

Cites Work

• Non-additive measure and integral
• Title not available (Why is that?)
• Chebyshev type inequality for Choquet integral and comonotonicity
• Chebyshev inequalities and comonotonicity
• Title not available (Why is that?)

Cited In (2)

• Probability inequalities for decomposition integrals
• Covariance inequality and its applications

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