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Universal, non-asymptotic confidence sets for circular means


Universal, non-asymptotic confidence sets for circular means
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Based on Hoeffding’s mass concentration inequalities, nonasymptotic confidence sets for circular means are constructed which are universal in the sense that they require no distributional assumptions. These are then compared with asymptotic confidence sets in simulations and for a real data set.
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Universal, non-asymptotic confidence sets for circular means
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