Dilation and Asymmetric Relevance

Proceedings of Machine Learning Research 103:324-26 (2019)
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Abstract

A characterization result of dilation in terms of positive and negative association admits an extremal counterexample, which we present together with a minor repair of the result. Dilation may be asymmetric whereas covariation itself is symmetric. Dilation is still characterized in terms of positive and negative covariation, however, once the event to be dilated has been specified.

Author Profiles

Gregory Wheeler
Frankfurt School Of Finance And Management

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