Efficiency and concentration inequalities on k

D. R. Jensen

Statistics & Probability Letters, 1993, vol. 18, issue 3, 209-211

Abstract: Concentration probabilities on ellipsoids are used to gauge efficiency in multiparameter estimation. Chebychev bounds support a distribution-free approach. The concepts are used to quantify gains in efficiency due to unbiasedness and to conditioning on another statistic.

Keywords: Efficiency; Concentration; probabilities; Mahalanobis; neighborhoods; Chebychev; bounds (search for similar items in EconPapers)
Date: 1993
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