SMALL-SAMPLE PROPERTIES OF SOME PARAMETRIC AND NONPARAMETRIC METHODS FOR DETECTION OF SIGNALS BY MONTE-CARLO SIMULATION

Authors
KUNDU D
Citation
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
Citations number
15
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEE proceedings. Vision, image and signal processing → ACNP
ISSN journal
1350245X
Volume
142
Issue
3
Year of publication
1995
Pages
181 - 186
Database
ISI
SICI code
1350-245X(1995)142:3<181:SPOSPA>2.0.ZU;2-I
Abstract
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.