D. Kundu, SMALL-SAMPLE PROPERTIES OF SOME PARAMETRIC AND NONPARAMETRIC METHODS FOR DETECTION OF SIGNALS BY MONTE-CARLO SIMULATION, IEE proceedings. Vision, image and signal processing, 142(3), 1995, pp. 181-186
The paper considers the estimation of the number of signals in a multi
channel time-series model. The author uses different information theor
etic criteria and some nonparametric methods to detect the number of s
ignals and compare their small-sample properties by Monte Carlo simula
tion study.