DocumentCode
895150
Title
The estimation of the model order in exponential families
Author
Merhav, Neri
Author_Institution
Dept. of Electr. Eng., Technion, Haifa, Israel
Volume
35
Issue
5
fYear
1989
fDate
9/1/1989 12:00:00 AM
Firstpage
1109
Lastpage
1114
Abstract
Estimators are sought that achieve high exponential rate of decrease in the underestimation probability while keeping the overestimation probability exponent at a certain prescribed level. It is assumed that a given integer is known to upper-bound the true order. Some examples are given of possible applications of the proposed method in specific order estimation and hypothesis testing problems
Keywords
Markov processes; parameter estimation; probability; Markov chain; exponential families; hypothesis testing problems; model order estimation; overestimation probability exponent; underestimation probability; Automatic control; Bayesian methods; Error probability; Estimation error; Information analysis; Information theory; Parameter estimation; Random variables; Testing; Time series analysis;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.42231
Filename
42231
Link To Document