Open Access
September 1997 Spread, estimators and nuisance parameters
Edwin R. Van Den Heuvel, Chris A.J. Klaassen
Bernoulli 3(3): 323-328 (September 1997).

Abstract

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.

Citation

Download Citation

Edwin R. Van Den Heuvel. Chris A.J. Klaassen. "Spread, estimators and nuisance parameters." Bernoulli 3 (3) 323 - 328, September 1997.

Information

Published: September 1997
First available in Project Euclid: 23 April 2007

zbMATH: 0889.62013
MathSciNet: MR1468308

Keywords: finite-sample inequality , nuisance parameters , spread

Rights: Copyright © 1997 Bernoulli Society for Mathematical Statistics and Probability

Vol.3 • No. 3 • September 1997
Back to Top