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