Is your permutation algorithm unbiased for n ≠ 2m?
PPAM'11 Proceedings of the 9th international conference on Parallel Processing and Applied Mathematics - Volume Part I
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The problem of model selection is addressed (in a signal processing framework). Bootstrap methods based on residuals are used to select the best model according to a prediction criterion. Both the linear and the nonlinear models are treated. It is shown that bootstrap methods are consistent and in simulations that in most cases they outperform classical techniques such as Akaike's (1974) information criterion and Rissanen's (1983) minimum description length. We also show how the methods apply to dependent data models such as autoregressive models.