Asymptotic mean squared error (source code)

= Asymptotic mean squared error
{title2=$\operatorname{AMSE}$}

= AMSE
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{synonym}

The <asymptotic mean squared error> is the leading large-sample approximation to the sum of <variance> and squared <bias of an estimator>. Minimizing it balances stochastic variation against systematic error; the resulting choice must still satisfy the assumptions used in the approximation.