Cross-Validation Rules for Order Estimation
2004 (English)In: Digital Signal Processing, Vol. 14, no 4, 355-371 p.Article in journal (Refereed) Published
In this paper we revisit two cross-validation rules for order estimation which appear to have some advantages over commonly-used rules, yet they do not seem tohave received any significant attention so far. In an attempt to make other researchers aware of these rules, we review them here in an informal manner (with most of the technicalities in the original work being omitted) and also compare them with their closest competitors AIC, BIC (A and B Information Criteria), and MDL (Minimum Description Length) rules.
Place, publisher, year, edition, pages
2004. Vol. 14, no 4, 355-371 p.
IdentifiersURN: urn:nbn:se:uu:diva-70179OAI: oai:DiVA.org:uu-70179DiVA: diva2:98090