S. Pérez-Díaz

Model Selection for Asymptotic Scaling Laws via Projection Residuals: Finite-Sample Guarantees and Diagnostics

We consider the recovery of a common denominator in a finite fractional-power law yi=p(xi1/n0)+εi,p(t)=∑k=0daktk, from observations with positive abscissae. For every candidate denominator n, the vectors generated by 1,x1/n,…,xd/n form a linear model space. Denominator identification is therefore a finite model-selecti...