Papers
Topics
Authors
Recent
Assistant
AI Research Assistant
Well-researched responses based on relevant abstracts and paper content.
Custom Instructions Pro
Preferences or requirements that you'd like Emergent Mind to consider when generating responses.
Gemini 2.5 Flash
Gemini 2.5 Flash 54 tok/s
Gemini 2.5 Pro 54 tok/s Pro
GPT-5 Medium 22 tok/s Pro
GPT-5 High 25 tok/s Pro
GPT-4o 99 tok/s Pro
Kimi K2 196 tok/s Pro
GPT OSS 120B 333 tok/s Pro
Claude Sonnet 4.5 34 tok/s Pro
2000 character limit reached

A general procedure to combine estimators (1401.6371v5)

Published 24 Jan 2014 in stat.ME

Abstract: A general method to combine several estimators of the same quantity is investigated. In the spirit of model and forecast averaging, the final estimator is computed as a weighted average of the initial ones, where the weights are constrained to sum to one. In this framework, the optimal weights, minimizing the quadratic loss, are entirely determined by the mean square error matrix of the vector of initial estimators. The averaging estimator is built using an estimation of this matrix, which can be computed from the same dataset. A non-asymptotic error bound on the averaging estimator is derived, leading to asymptotic optimality under mild conditions on the estimated mean square error matrix. This method is illustrated on standard statistical problems in parametric and semi-parametric models where the averaging estimator outperforms the initial estimators in most cases.

Summary

We haven't generated a summary for this paper yet.

Lightbulb Streamline Icon: https://streamlinehq.com

Continue Learning

We haven't generated follow-up questions for this paper yet.

List To Do Tasks Checklist Streamline Icon: https://streamlinehq.com

Collections

Sign up for free to add this paper to one or more collections.

Don't miss out on important new AI/ML research

See which papers are being discussed right now on X, Reddit, and more:

“Emergent Mind helps me see which AI papers have caught fire online.”

Philip

Philip

Creator, AI Explained on YouTube