Title :
Bootstrapping coherency function
Author :
Choi, Kiheon ; Jhun, Myoungshic ; Lee, Jae Chang
Author_Institution :
Duksung Women´´s Univ., Seoul, South Korea
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-1775-0
DOI :
10.1109/ICASSP.1994.389933
