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Showing 1 to 3 of 3 for “"saddlepoint approximations"”.
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Using Saddlepoint Approximations and Likelihood-Based Methods to Conduct Statistical Inference for the Mean of the Beta Distribution
… with a relatively new statistical method called saddlepoint approximations. Through simulation work, we will compare the performance of these statistical procedures and provide both the statistical and scientific communities with recommendations on best practices.</p>
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Modified Burg algorithms for multivariate subset autoregression
… as both Yule-Walker and least squares. Saddlepoint approximations to the distributions of the Yule-Walker and Burg autoregressive coefficient estimators, when sampling from a subset Gaussian AR(p) with only one non-zero lag, are given. In this context, each estimator can be written as a …
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Detection of multiple correlated time series and its application in synthetic aperture sonar imagery
… For this reason, we consider the use of saddlepoint approximations as a practical alternative for this problem. This leads to methods that can be used to determine the threshold needed to approximately achieve a desired false alarm probability. We next turn our attention to an alternative …