Lower bounds for the trade-off between bias and mean absolute deviation

DOI10.1016/J.SPL.2024.110182zbMATH Open1543.62302MaRDI QIDQ6589425FDOQ6589425

Authors: Alexis Derumigny, Johannes Schmidt-Hieber 

Publication date: 19 August 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

nonparametric estimationbias-variance trade-offmean absolute deviationminimax estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Cites Work

• A simple bootstrap method for constructing nonparametric confidence bands for functions
• Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators
• Robust reconstruction of functions by the local-approximation method
• On curve estimation by minimizing mean absolute deviation and its implications
• Reconciling modern machine-learning practice and the classical bias-variance trade-off
• Variance and bias for general loss functions
• On lower bounds for the bias-variance trade-off

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