Abstract
Based on Hoeffding’s mass concentration inequalities, non-asymptotic 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.
T. Hotz—wishes to thank Stephan Huckemann from the Georgia Augusta University of Göttingen for fruitful discussions concerning the first construction of confidence regions described in Sect. 2.
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Hotz, T., Kelma, F., Wieditz, J. (2015). Universal, Non-asymptotic Confidence Sets for Circular Means. In: Nielsen, F., Barbaresco, F. (eds) Geometric Science of Information. GSI 2015. Lecture Notes in Computer Science(), vol 9389. Springer, Cham. https://doi.org/10.1007/978-3-319-25040-3_68
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DOI: https://doi.org/10.1007/978-3-319-25040-3_68
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