Ultramodular Functions

Authors:
Massimo Marinacci;Luigi Montrucchio
Affiliations:
-;-
Venue:
Mathematics of Operations Research
Year:
2005

Citing 0
Cited 9

Comparison of dependence in factor models with application to credit risk portfolios

Probability in the Engineering and Informational Sciences
Stochastic comparisons of multivariate mixture models

Journal of Multivariate Analysis
Hessian orders and multinormal distributions

Journal of Multivariate Analysis
Some new results on multivariate dispersive ordering of generalized order statistics

Journal of Multivariate Analysis
Variability for carrier-borne epidemics and reed–frost models incorporating uncertainties and dependencies from susceptibles and infectives

Probability in the Engineering and Informational Sciences
Aggregation functions with stronger types of monotonicity

IPMU'10 Proceedings of the Computational intelligence for knowledge-based systems design, and 13th international conference on Information processing and management of uncertainty
Stochastic comparisons for rooted butterfly networks and tree networks, with random environments

Information Sciences: an International Journal
Ultramodular aggregation functions

Information Sciences: an International Journal
Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data

Journal of Multivariate Analysis

Quantified Score

Hi-index	0.00

Visualization

Abstract

We study the properties of ultramodular functions, a class of functions that generalizes scalar convexity and that naturally arises in some economic and statistical applications.