Minimax adjustment technique and fuzzy information

被引：5

作者：

Arnold, BF ^{[1
]}

Stahlecker, P ^{[1
]}

机构：

[1] Univ Hamburg, Inst Stat & Okonometrie, D-20146 Hamburg, Germany

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 1999年 / 289卷 / 1-3期

关键词：

ellipsoidal constraint; fuzzy information; minimax adjustment technique; portfolio selection; principal-agent problem; projection estimator; projection method; quadratic loss;

D O I：

10.1016/S0024-3795(97)10005-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper the minimax adjustment technique is generalized to fuzzy information sets. Using a quadratic loss function and specific ellipsoidal constraints the case of fuzzy information can be reduced to the case of crisp information. Here, the minimax adjustment technique is equivalent to a projection method; furthermore, a characterization of the solution is given being not far away from an explicit representation, Applications to statistics and to economics are presented. (C) 1999 Published by Elsevier Science Inc. All rights reserved.

引用

页码：25 / 39

页数：15