On lower bounds for the bias-variance trade-off

It is a common phenomenon that for high-dimensional and nonparametric statistical models, rate-optimal estimators balance squared bias and variance. Although this balancing is widely observed, little is known whether methods exist that could avoid the trade-off between bias and variance. We propose...

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Veröffentlicht in:The Annals of statistics 2023-08, Vol.51 (4), p.1510
Hauptverfasser: Derumigny, Alexis, Schmidt-Hieber, Johannes
Format: Artikel
Sprache:eng
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