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Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation

Citations

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Cited by:

  1. Zvi Safra & Uzi Segal, 2018. "A Lot of Ambiguity," Boston College Working Papers in Economics 954, Boston College Department of Economics, revised 31 Mar 2020.
  2. Johanna Etner & Meglena Jeleva & Jean‐Marc Tallon, 2012. "Decision Theory Under Ambiguity," Journal of Economic Surveys, Wiley Blackwell, vol. 26(2), pages 234-270, April.
  3. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2016. "Robust Confidence Regions for Incomplete Models," Econometrica, Econometric Society, vol. 84, pages 1799-1838, September.
  4. Sujoy Mukerji & Jean-Marc Tallon, 2001. "Ambiguity Aversion and Incompleteness of Financial Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 68(4), pages 883-904.
  5. repec:rza:wpaper:058 is not listed on IDEAS
  6. Philippe, Fabrice, 2000. "Cumulative prospect theory and imprecise risk," Mathematical Social Sciences, Elsevier, vol. 40(3), pages 237-263, November.
  7. Larry G. Epstein & Martin Schneider, 2007. "Learning Under Ambiguity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1275-1303.
  8. Safra, Zvi & Segal, Uzi, 2022. "A lot of ambiguity," Journal of Economic Theory, Elsevier, vol. 200(C).
  9. Massimo Marinacci, 2002. "Learning from ambiguous urns," Statistical Papers, Springer, vol. 43(1), pages 143-151, January.
  10. Mario Ghossoub, 2015. "Equimeasurable Rearrangements with Capacities," Mathematics of Operations Research, INFORMS, vol. 40(2), pages 429-445, February.
  11. Zimper, Alexander, 2009. "Half empty, half full and why we can agree to disagree forever," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 283-299, August.
  12. Chen, Zengjing & Epstein, Larry G. & Zhang, Guodong, 2023. "A central limit theorem, loss aversion and multi-armed bandits," Journal of Economic Theory, Elsevier, vol. 209(C).
  13. Chareka, Patrick, 2009. "The central limit theorem for capacities," Statistics & Probability Letters, Elsevier, vol. 79(12), pages 1456-1462, June.
  14. Guo, Xiaofan & Li, Shan & Li, Xinpeng, 2023. "Notes on Peng’s independence in sublinear expectation theory," Statistics & Probability Letters, Elsevier, vol. 193(C).
  15. Wang, Tan, 2003. "Conditional preferences and updating," Journal of Economic Theory, Elsevier, vol. 108(2), pages 286-321, February.
  16. Ilut, Cosmin & Saijo, Hikaru, 2021. "Learning, confidence, and business cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 354-376.
  17. Ludwig, Alexander & Zimper, Alexander, 2014. "Biased Bayesian learning with an application to the risk-free rate puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 79-97.
  18. Terán, Pedro, 2015. "Counterexamples to a Central Limit Theorem and a Weak Law of Large Numbers for capacities," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 185-189.
  19. Peiyu Sun & Dehui Wang & Xili Tan, 2023. "Equivalent Conditions of Complete p-th Moment Convergence for Weighted Sum of ND Random Variables under Sublinear Expectation Space," Mathematics, MDPI, vol. 11(16), pages 1-16, August.
  20. Simone Cerreia vioglio & Fabio Maccheroni & Massimo Marinacci, 2013. "Ergodic Theorems for Lower Probabilities," Working Papers 500, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  21. Epstein, Larry G. & Schneider, Martin, 2003. "IID: independently and indistinguishably distributed," Journal of Economic Theory, Elsevier, vol. 113(1), pages 32-50, November.
  22. Dominiak, Adam & Eichberger, Jürgen, 2021. "Games in context: Equilibrium under ambiguity for belief functions," Games and Economic Behavior, Elsevier, vol. 128(C), pages 125-159.
  23. Feng, Chunrong & Wu, Panyu & Zhao, Huaizhong, 2020. "Ergodicity of invariant capacities," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 5037-5059.
  24. Roxane Bricet, 2018. "The price for instrumentally valuable information," THEMA Working Papers 2018-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  25. Larry G. Epstein & Martin Schneider, 2008. "Ambiguity, Information Quality, and Asset Pricing," Journal of Finance, American Finance Association, vol. 63(1), pages 197-228, February.
  26. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
  27. Alexander Zimper & Alexander Ludwig, 2009. "On attitude polarization under Bayesian learning with non-additive beliefs," Journal of Risk and Uncertainty, Springer, vol. 39(2), pages 181-212, October.
  28. repec:rza:wpaper:240 is not listed on IDEAS
  29. Alexander Zimper, 2011. "Do Bayesians Learn Their Way Out of Ambiguity?," Decision Analysis, INFORMS, vol. 8(4), pages 269-285, December.
  30. Y, Ivanenko. & B, Munier., 2012. "Price as a choice under nonstochastic randomness in finance," Working papers 381, Banque de France.
  31. Roman Kozhan, 2011. "Non-additive anonymous games," International Journal of Game Theory, Springer;Game Theory Society, vol. 40(2), pages 215-230, May.
  32. Hu, Cheng, 2016. "A strong law of large numbers for sub-linear expectation under a general moment condition," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 248-258.
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