Title :
Model selection criteria and the orthogonal series method for function estimation
Author_Institution :
Bellcore, Morristown, NJ, USA
Abstract :
Closed-form solutions are presented for function estimation using the orthogonal series method and various model selection criteria. While Akaike´s (1974) AIC criterion does not lead to consistent estimates, a family of criteria that includes minimum description length operates within a logarithmic factor of the minimax rate in a range of Sobolev smoothness classes
Keywords :
Fourier series; estimation theory; functions; minimax techniques; Akaike´s AIC criterion; Sobolev smoothness classes; closed-form solutions; function estimation; minimax rate; minimum description length; model selection criteria; orthogonal series method; Chromium; Closed-form solution; Convergence; Encoding; Fourier series; Geophysics; Libraries; Milling machines; Minimax techniques;
Conference_Titel :
Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on
Conference_Location :
Whistler, BC
Print_ISBN :
0-7803-2453-6
DOI :
10.1109/ISIT.1995.535767
