BIAS-VARIANCE TRADEOFFS IN FUNCTIONAL ESTIMATION PROBLEMS

• 成果类型: Article
• 署名作者: LOW, MG
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176324624
• 发表日期: 1995
• 页码: 824-835
• 关键词: probability density; CONVERGENCE; rates; RENORMALIZATION

摘要

It is shown in infinite-dimensional Gaussian problems that affine estimators minimax the variance among all estimators of a linear functional subject to a constraint on the bias. Likewise, affine estimators also minimax the square of the bias among all estimates of a linear functional subject to a constraint on the variance.