×

Spread, estimators and nuisance parameters. (English) Zbl 0889.62013

Summary: 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.

MSC:

62F10 Point estimation
PDFBibTeX XMLCite
Full Text: DOI Link