DocumentCode
2726899
Title
Model selection criteria and the orthogonal series method for function estimation
Author
Moulin, Pierre
Author_Institution
Bellcore, Morristown, NJ, USA
fYear
1995
fDate
17-22 Sep 1995
Firstpage
252
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on
Conference_Location
Whistler, BC
Print_ISBN
0-7803-2453-6
Type
conf
DOI
10.1109/ISIT.1995.535767
Filename
535767
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