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.
Original language | English |
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Pages (from-to) | 323-328 |
Number of pages | 6 |
Journal | Bernoulli |
Volume | 3 |
Issue number | 3 |
Publication status | Published - Sep-1997 |
Keywords
- finite-sample inequality
- nuisance parameters
- spread