DocumentCode
2028508
Title
Bootstrapping techniques in the estimation of higher-order cumulants from short data records
Author
Zhang, Y. ; Hatzinakos, D. ; Venetsanopoulos, A.N.
Author_Institution
Dept. of Electr. & Comput. Eng., Toronto Univ., Toronto, Ont., Canada
Volume
4
fYear
1993
fDate
27-30 April 1993
Firstpage
200
Abstract
The authors propose to apply bootstrap based techniques to investigate and improve the estimates of higher-order cumulants obtained from short data records. Algorithms for the calculation of the standard deviation and the confidence interval of cumulant estimates have been developed. Based on the algorithms, the authors describe a method for the estimation of risk function of various sampled cumulants, with the goal of choosing the estimator with best risk properties in the bootstrapping sense. Simulation results were obtained and are shown in tables.<>
Keywords
computer bootstrapping; estimation theory; signal processing; statistical analysis; algorithms; bootstrap based techniques; confidence interval; estimation of higher-order cumulants; risk function; short data records; standard deviation;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1993. ICASSP-93., 1993 IEEE International Conference on
Conference_Location
Minneapolis, MN, USA
ISSN
1520-6149
Print_ISBN
0-7803-7402-9
Type
conf
DOI
10.1109/ICASSP.1993.319629
Filename
319629
Link To Document