Abstract
In the previous two chapters, we have discussed different estimation procedures of model (3.1) and properties of these estimators. In all these developments, it has been assumed that the number of components ‘p’ is known in advance. But in practice estimation of p is also a very important problem. Although, during the last 35 to 40 years extensive work has been done in estimating the frequencies of model (3.1), not that much of attention has been paid in estimating the number of components p.
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Kundu, D., Nandi, S. (2012). Estimating the Number of Components. In: Statistical Signal Processing. SpringerBriefs in Statistics. Springer, India. https://doi.org/10.1007/978-81-322-0628-6_5
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DOI: https://doi.org/10.1007/978-81-322-0628-6_5
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