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

DOI10.1109/TIT.2008.2006375MaRDI QIDQ3604890zbMATH OpenWikidataFDO

Authors Thomas Beierholm, Albert H. Nuttall, Lars Kai Hansen

Publication date 24 February 2009

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.2008.2006375

zbMATH Keywords

coalescing saddle pointsminimum mean-square error estimation (MMSE)moment-generating functionsmonkey saddle pointsaddle-point approximation

Mathematics Subject Classification ID

Arithmetic codes (94B40)

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