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Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation - MaRDI portal

Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation (Q3604890)

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Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation
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    Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation (English)
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    24 February 2009
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    coalescing saddle points
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    minimum mean-square error estimation (MMSE)
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    moment-generating functions
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    monkey saddle point
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    saddle-point approximation
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