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

DOI10.1016/J.SPL.2024.110182MaRDI QIDQ6589425zbMATH OpenFDO

Authors Alexis Derumigny, Johannes Schmidt-Hieber

Publication date 19 August 2024

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

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110182

zbMATH Keywords

bias-variance trade-offmean absolute deviationminimax estimationnonparametric estimation

Mathematics Subject Classification ID

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

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Cites work

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

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