Title :
Small-sample properties of some parametric and nonparametric methods for detection of signals by Monte Carlo simulation
Author_Institution :
Dept. of Math., Indian Inst. of Technol., Kanpur, India
fDate :
6/1/1995 12:00:00 AM
Abstract :
The paper considers the estimation of the number of signals in a multichannel time-series model. The author uses different information theoretic criteria and some nonparametric methods to detect the number of signals and compare their small-sample properties by Monte Carlo simulation study
Keywords :
Monte Carlo methods; nonparametric statistics; parameter estimation; signal detection; time series; Monte Carlo simulation; information theoretic criteria; multichannel time-series model; nonparametric methods; parametric methods; signal detection; small-sample properties;
Journal_Title :
Vision, Image and Signal Processing, IEE Proceedings -
DOI :
10.1049/ip-vis:19951860
