A light frost that falls on a bird-of-paradise plant may not cause any damage, depending on how long the subfreezing temperatures last. Any damage to the leaves doesn't manifest until at least 24 hours later. Often leaf edges turn tan and dry after a light frost, but progresses to partial to full death of a leaf blade. Multiple episodes of light frost across the winter leads to progressively more damage to or loss of leaves.
Do not immediately cut off frost-damaged leaves from a bird-of-paradise, especially if it is still winter and there's the potential for more subfreezing temperatures. Mushy, collapsing or rotting leaves or ones that are fully brown and dead may be removed at any time. However, keep frost-nipped leaves that have any living green tissue on the plant well into spring. Bird-of-paradise grows slowly, so removing any green tissues that photosynthesize light will slow the recovery and growth of new foliage heading into the spring and early summer.
When a bird-of-paradise sustains frost damage, the plant doesn't look particularly attractive or as full and lush for at least one growing season, the time from spring to late fall. Once the threat of frosts and freezes passes in spring, you are free to remove frost-damage leaves. Keeping any living leaf stems and partially alive leaves on the plant is better than cutting off all ugly leaves. Wait until early to midsummer after new leaves emerge and fill-out the plant, then make the decision to gradually remove the oldest, frost-affected leaves from the plant.
The decision to prune out frost-damaged or dead leaves in a bird-of-paradise depends on your personal aesthetic. If the plant is difficult to access or troublesome to prune and maintain, you may leave the damaged or dead leaves in the plant clump because they will slowly collapse and decompose. New leaves still manage to push upward through any debris. However, the bird-of-paradise looks much better if old leaves and brown leaf bases are occasionally removed each spring. Removing frost-damaged leaves initially creates a bird-of-paradise with few remaining leaves, making the plant look airy and thin.