Search Results - subject:"Model order estimation"

Improving the performance of model-order selection criteria by partial-model selection search

Alkhaldi, Weaam; Iskander, D. Robert; Zoubir, Abdelhak M. - 2010

Terms— Model order estimation, model selection, information theoretic criteria, bootstrap 1. INTRODUCTION Several model …], normalized maximum likelihood (NML) [4], Hannan-Quinn criterion (HQC) [5], conditional model-order estimation (CME) [6], and the … model order estimation is at the expense of additional computational complexity. …

Persistent link: https://www.econbiz.de/10009438286

The applicability of biased estimation in model and model order selection

Alkhaldi, Weaam; Iskander, Robert; Zoubir, Abdelhak M. - 2009

Biased estimation has the advantage of reducing the mean squared error (MSE) of an estimator. The question of interest is how biased estimation affects model selection. In this paper, we introduce biased estimation to a range of model selection criteria. Specifically, we analyze the performance...

Persistent link: https://www.econbiz.de/10009438332