Model selection under order restriction
In this paper, a general information criterion is developed for detecting the multiplicity of the largest parameter as well as the configuration of true parameters with simple order restriction. The strong consistency of the relevant detection procedures are established, and a brief comparison of several criteria is also conducted through simulation studies.
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Volume (Year): 57 (2002)
Issue (Month): 4 (May)
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- Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D., 1986. "On detection of the number of signals in presence of white noise," Journal of Multivariate Analysis, Elsevier, vol. 20(1), pages 1-25, October.
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