180 search results - page 2 / 36 » On Coherent Variability Measures and Conditioning |
MANSCI
2007
14 years 9 months ago
2007
Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure...
MP
2006
14 years 9 months ago
2006
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
CORR
2010
Springer
14 years 9 months ago
2010
Springer
The causal Markov condition (CMC) is a postulate that links observations to causality. It describes the conditional independences among the observations that are entailed by a cau...
73
Voted
NIPS
2007
14 years 11 months ago
2007
We propose a new measure of conditional dependence of random variables, based on normalized cross-covariance operators on reproducing kernel Hilbert spaces. Unlike previous kernel...
73
Voted
ISIPTA
2005
IEEE
15 years 3 months ago
2005
IEEE
This paper focuses on establishing envelope theorems for convex conditional lower previsions, a recently investigated class of imprecise previsions larger than coherent imprecise ...