Inconsistency of the MDL: On the Performance of Model Order Selection Criteria With Increasing Signal-to-Noise Ratio

DOI10.1109/TSP.2011.2108293MaRDI QIDQ4572908zbMATH OpenFDO

Authors

Publication date 18 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2011.2108293

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Paired and multiple comparisons; multiple testing (62J15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(1)

• Subset selection in linear regression using sequentially normalized least squares: asymptotic theory

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