SPREAD, ESTIMATORS AND NUISANCE PARAMETERS

Authors
VANDENHEUVEL ER KLAASSEN CAJ
Citation
Er. Vandenheuvel et Caj. Klaassen, SPREAD, ESTIMATORS AND NUISANCE PARAMETERS, Bernoulli, 3(3), 1997, pp. 323-328
Citations number
8
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Bernoulli → ACNP
ISSN journal
13507265
Volume
3
Issue
3
Year of publication
1997
Pages
323 - 328
Database
ISI
SICI code
1350-7265(1997)3:3<323:SEANP>2.0.ZU;2-9
Abstract
A general spread inequality for arbitrary estimators of a one-dimensio nal parameter is given. This finite-sample inequality yields bounds on the distribution of estimators in the presence of finite- or infinite -dimensional nuisance parameters.