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 |
|---|---|
| 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