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The traditional searching method for model-order selection in linear regression is a nested full-parameters-set searching procedure over the desired orders, which we call full-model order selection. On the other hand, a method for model-selection searches for the best sub-model within each...
Persistent link: https://www.econbiz.de/10009438286
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
Given the wealth of literature on the topic supported by solutions to practical problems, we would expect the bootstrap to be an off-the-shelf tool for signal processing problems as are maximum likelihood and least-squares methods. This is not the case, and we wonder why a signal processing...
Persistent link: https://www.econbiz.de/10009483575
Persistent link: https://www.econbiz.de/10004880299