Spread, estimators and nuisance parameters
Van Den Heuvel, Edwin R. ; Klaassen, Chris A.J.
Bernoulli, Tome 3 (1997) no. 3, p. 323-328 / Harvested from Project Euclid
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A general spread inequality for arbitrary estimators of a one-dimensional parameter is given. This finite-sample inequality yields bounds on the distribution of estimators in the presence of finite- or infinite-dimensional nuisance parameters.
Publié le : 1997-09-14
Classification:  finite-sample inequality,  nuisance parameters,  spread 
@article{1177334458,
     author = {Van Den Heuvel, Edwin R. and Klaassen, Chris A.J.},
     title = {Spread, estimators and nuisance parameters},
     journal = {Bernoulli},
     volume = {3},
     number = {3},
     year = {1997},
     pages = { 323-328},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177334458}
}

Van Den Heuvel, Edwin R.; Klaassen, Chris A.J. Spread, estimators and nuisance parameters. Bernoulli, Tome 3 (1997) no. 3, pp.  323-328. http://gdmltest.u-ga.fr/item/1177334458/