On lower bounds for the bias-variance trade-off

DOI10.1214/23-aos2279arXiv2006.00278OpenAlexW3030787405MaRDI QIDQ6183747

Alexis Derumigny, Johannes Schmidt-Hieber

Publication date: 4 January 2024

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.00278

zbMATH Keywords

Cramér-Rao inequalityminimax estimationnonparametric estimationhigh-dimensional statisticsbias-variance decomposition

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) General considerations in statistical decision theory (62C05)

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