Small-sample properties of some parametric and nonparametricmethods for detection of signals by Monte Carlo simulation |
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| Authors: | Kundu D. |
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| Affiliation: | Dept. of Math., Indian Inst. of Technol., Kanpur ; |
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| Abstract: | The paper considers the estimation of the number of signals in a multichannel time-series model. The author uses different information theoretic criteria and some nonparametric methods to detect the number of signals and compare their small-sample properties by Monte Carlo simulation study |
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