J-function Implementations

There are three analysis tools for computing $ J({\bf x})$, the saddlepoint approximation (SPA) (sections 16.6, 5.2.1, 2.3.2) the central limit theorem (CLT) (Section 5.2.4), and the maximum likelihood (ML) approach (Sections 2.3.5,5.2.7). We will compare all three approaches using the auto-regressive (AR) features in section 9.4.10.



Subsections

Baggenstoss 2017-05-19