TY - JOUR

T1 - A note on estimating the number of superimposed exponential signals by the cross-validation approach

AU - Wu, Y.

AU - Tarn, K. W.

AU - Zen, M. M.

AU - Li, F.

N1 - Copyright:
Copyright 2018 Elsevier B.V., All rights reserved.

PY - 2001

Y1 - 2001

N2 - 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.

AB - 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.

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U2 - 10.1081/STA-100105685

DO - 10.1081/STA-100105685

M3 - Conference article

AN - SCOPUS:33744852562

VL - 30

SP - 1579

EP - 1589

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

IS - 8-9

T2 - 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-

Y2 - 16 March 2000 through 19 March 2000

ER -