Estimating the number of signals of the damped exponential models
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D., 1986. "On detection of the number of signals when the noise covariance matrix is arbitrary," Journal of Multivariate Analysis, Elsevier, vol. 20(1), pages 26-49, October.
- Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D., 1986. "On detection of the number of signals in presence of white noise," Journal of Multivariate Analysis, Elsevier, vol. 20(1), pages 1-25, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bhandary, Madhusudan, 1996. "Test for generalized variance in signal processing," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 155-162, April.
- Zhu, Li-Xing & Ohtaki, Megu & Li, Yingxing, 2007. "On hybrid methods of inverse regression-based algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2621-2635, February.
- Zhu, Li-Ping & Zhu, Li-Xing, 2007. "On kernel method for sliced average variance estimation," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 970-991, May.
- Yana Melnykov & Marcus Perry, 2024. "On Robust Change Point Detection and Estimation in Multisubject Studies," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 86(2), pages 827-879, August.
- Bai, Zhidong & Silverstein, Jack W., 2022. "A tribute to P.R. Krishnaiah," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Xuwen Zhu & Yana Melnykov, 2022. "On Finite Mixture Modeling of Change-point Processes," Journal of Classification, Springer;The Classification Society, vol. 39(1), pages 3-22, March.
- GONZALO, Jesus & PITARAKIS, Jean-Yves, 1994.
"Comovements in Large Systems,"
LIDAM Discussion Papers CORE
1994065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Pitarakis, Jean-Yves, 1995. "Comovements in large systems," DES - Working Papers. Statistics and Econometrics. WS 5825, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- N. Bansal & M. Bhandary, 1991. "Bayes estimation of number of signals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 227-243, June.
- Fang, Fang & Yu, Zhou, 2020. "Model averaging assisted sufficient dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
- Kundu, Debasis & Murali, G., 1996. "Model selection in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 22(5), pages 461-469, September.
- Yasunori Fujikoshi & Tetsuro Sakurai, 2023. "High-Dimensional Consistencies of KOO Methods for the Selection of Variables in Multivariate Linear Regression Models with Covariance Structures," Mathematics, MDPI, vol. 11(3), pages 1-15, January.
- L. Zhao & C. Dorea & C. Gonçalves, 2001. "On Determination of the Order of a Markov Chain," Statistical Inference for Stochastic Processes, Springer, vol. 4(3), pages 273-282, October.
- Zaka Ratsimalahelo, 2003. "Rank Test Based On Matrix Perturbation Theory," Econometrics 0306008, University Library of Munich, Germany.
- Shao‐Hsuan Wang & Chin‐Tsang Chiang, 2020. "Concordance‐based estimation approaches for the optimal sufficient dimension reduction score," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 662-689, September.
- Madhusudan Bhandapy, 1991. "Robust M-estimation of a dispersion matrix with a structure," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(4), pages 689-705, December.
- d’Artis Kancs & Julda Kielyte, 2002. "Migration in the Enlarged European Union: Empirical Evidence for Labour Mobility in the Baltic States," EERI Research Paper Series EERI_RP_2002_04, Economics and Econometrics Research Institute (EERI), Brussels.
- Oda, Ryoya & Suzuki, Yuya & Yanagihara, Hirokazu & Fujikoshi, Yasunori, 2020. "A consistent variable selection method in high-dimensional canonical discriminant analysis," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
- Joni Virta & Niko Lietzén & Henri Nyberg, 2024. "Robust signal dimension estimation via SURE," Statistical Papers, Springer, vol. 65(5), pages 3007-3038, July.
- Zhao, Lincheng & Peng, Limin, 2002. "Model selection under order restriction," Statistics & Probability Letters, Elsevier, vol. 57(4), pages 301-306, May.
- Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series EERI_RP_2003_04, Economics and Econometrics Research Institute (EERI), Brussels.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:36:y:2001:i:2:p:245-256. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.