[HTML][HTML] An index of effective number of variables for uncertainty and reliability analysis in model selection problems

L Martino, E Morgado, RSM Castillo - Signal Processing, 2025 - Elsevier
An index of an effective number of variables (ENV) is introduced for model selection in
nested models. This is the case, for instance, when we have to decide the order of a …

Automatic Uncertainty Evaluation for Determining The Number of Components in Nested Models

L Martino, S Millan-Castillo, E Morgado - Available at SSRN 5099879 - papers.ssrn.com
In this work, we propose and analyze two procedures for constructing intervals encoding the
uncertainty involved in the determination of the effective number of components in model …