In this paper, a procedure based on the delete-1 cross-validation is given for estimating the number of superimposed exponential signals, its limiting behavior is explored and it is shown that the probability of overestimating the true number of signals is greater than a positive constant for sufficiently large samples. Also a general procedure based on the cross-validation is presented when the deletion proceeds according to a collection of subsets of indices. The result is similar to the delete-1 cross-validation if the number of deletions is fixed. The simulation results are provided for the performance of the procedure when the collections of subsets of indices are chosen as those suggested by Shao (1) in a linear model selection problem.
|Number of pages||11|
|Journal||Communications in Statistics - Theory and Methods|
|Publication status||Published - 2001|
|Event||Statistics Reflections on the Past and Visions for the Future-International Conference in Honor of Prof. C.R. Rao on the Occasion of His 80th Birthday- - San Antonio, TX, United States|
Duration: 2000 Mar 16 → 2000 Mar 19
All Science Journal Classification (ASJC) codes
- Statistics and Probability