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Nonparametric predictive utility inference

Houlding, B.; Coolen, F.P.A. - In: European Journal of Operational Research 221 (2012) 1, pp. 222-230

We consider the natural combination of two strands of recent statistical research, i.e., that of decision making with uncertain utility and that of Nonparametric Predictive Inference (NPI). In doing so we present the idea of Nonparametric Predictive Utility Inference (NPUI), which is suggested...

Persistent link: https://www.econbiz.de/10010597626

More efficient unconditional tests for exchangeable binary data with equal cluster sizes

Shan, Guogen - In: Statistics & Probability Letters 83 (2013) 2, pp. 644-649

We consider exact unconditional procedures for testing independence of exchangeable binary data with equal-sized clusters. The approximate unconditional approach is recommended as a basic procedure. The exact unconditional procedure based on estimation followed by maximization is recommended for...

Persistent link: https://www.econbiz.de/10010602925

ASPECTS OF EXCHANGEABILITY IN THE SHAPLEY VALUE

AMIT, R. K.; RAMACHANDRAN, PARTHASARATHY - In: International Game Theory Review (IGTR) 15 (2013) 04, pp. 1340028-1

. One of the most important concepts of subjective probability is the exchangeability. This paper characterizes the aspects … of exchangeability in the Shapley value. We discuss exchangeability aspects in the Owen's multilinear characterization of … the Shapley value; and, derive the Shapley value using exchangeability. We also link exchangeability to the Shapley …

Persistent link: https://www.econbiz.de/10010711593

Incorporation of gene exchangeabilities improves the reproducibility of gene set rankings

Soneson, Charlotte; Fontes, Magnus - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 588-598

exchangeability of random variables, this method attempts to account for the functional redundancy among the genes. Compared to other …

Persistent link: https://www.econbiz.de/10010719679

An extension of Davis and Lo's contagion model

Rullière, Didier; Dorobantu, Diana; Cousin, Areski - HAL - 2013

defaults in a dependency context. We also give a simple recursive algorithm to compute this distribution in an exchangeability … context. Numerical applications illustrate the impact of exchangeability among direct defaults and among contaminations, on …

Persistent link: https://www.econbiz.de/10010820749

Distribution of run statistics in partially exchangeable processes

Eryılmaz, Serkan; Yalçın, Femin - In: Metrika 73 (2011) 3, pp. 293-304

Persistent link: https://www.econbiz.de/10008925326

Symmetry of functions and exchangeability of random variables

Siburg, Karl; Stoimenov, Pavel - In: Statistical Papers 52 (2011) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10008925500

Some interesting properties of maximin strategies

Pruzhansky, Vitaly - In: International Journal of Game Theory 40 (2011) 2, pp. 351-365

Persistent link: https://www.econbiz.de/10009149572

Measures of non-exchangeability for bivariate random vectors

Durante, Fabrizio; Klement, Erich; Sempi, Carlo; … - In: Statistical Papers 51 (2010) 3, pp. 687-699

Persistent link: https://www.econbiz.de/10008674143

Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements

Campana, Antonella; Ferretti, Paola - Dipartimento di Matematica Applicata, Università Ca' … - 2010

claim. Comonotonic exchangeability shows the way forward to a more general definition of the initial premium: some …

Persistent link: https://www.econbiz.de/10008682221