The paper derives an exact MSE formula for the bagged sample variance estimator and shows bagging beats the non-bagged estimator only when the distribution kurtosis exceeds 3/2 and the number of bagging iterations is large enough.
On bagging and nonlinear estimation
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A Characterization of Mean Squared Error for Estimator with Bagging
The paper derives an exact MSE formula for the bagged sample variance estimator and shows bagging beats the non-bagged estimator only when the distribution kurtosis exceeds 3/2 and the number of bagging iterations is large enough.