180 search results - page 2 / 36 » On Coherent Variability Measures and Conditioning |
MANSCI
2007
13 years 6 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
13 years 6 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
13 years 6 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...
NIPS
2007
13 years 7 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...
ISIPTA
2005
IEEE
13 years 12 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 ...