DocumentCode
2585973
Title
Bootstrapping coherency function
Author
Choi, Kiheon ; Jhun, Myoungshic ; Lee, Jae Chang
Author_Institution
Duksung Women´´s Univ., Seoul, South Korea
fYear
1994
fDate
19-22 Apr 1994
Abstract
In estimating spectrum and coherency function smoothing techniques have been widely used. However, smoothing creates undesirable bias consequently. We suggest the bootstrap method for the estimation of the bias and propose a bias-corrected estimator. Confidence bands are also considered by using a bootstrap estimate of the standard deviation. Simulation study are carried out for two cases
Keywords
bootstrapping; coherence; estimation theory; smoothing methods; spectral analysis; time series; bias estimation; bias-corrected estimator; bootstrap method; bootstrapping; coherency function estimation; confidence bands; simulation; smoothing techniques; spectrum estimation; standard deviation; time series; H infinity control; Monte Carlo methods; Smoothing methods;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
Conference_Location
Adelaide, SA
ISSN
1520-6149
Print_ISBN
0-7803-1775-0
Type
conf
DOI
10.1109/ICASSP.1994.389933
Filename
389933
Link To Document