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June 1, 1995The Annals of StatisticsOpen Access

Bias-Variance Tradeoffs in Functional Estimation Problems

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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 estimators also minimax the square of the bias among all estimates of a linear functional subject to a constraint on the variance.

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Cite This Study

Mark G. Low (1995) studied this question.

synapsesocial.com/papers/6a7313d44ad168cfcf2c11ea https://doi.org/10.1214/aos/1176324624

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