Bias-Variance Tradeoffs in Functional Estimation Problems
Work
Year: 1995
Type: article
Abstract: 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 esti... more
Source: The Annals of Statistics
Author Mark G. Low
Cites: 10
Cited by: 24
Related to: 10
FWCI: 0.804
Citation percentile (by year/subfield): 71.16
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: bronze