DocumentCode
463978
Title
Bootstrap Based Confidence Intervals for the Conditional Coherence
Author
Zoubir, Abdelhak M.
Author_Institution
Signal Process. Group, Technische Univ. Darmstadt, Germany
Volume
3
fYear
2007
fDate
15-20 April 2007
Abstract
We propose confidence intervals for the conditional coherence using the bootstrap. The asymptotic distribution of the empirical conditional coherence is inaccurate when signal and noise are non-Gaussian and/or the data size is small. The confidence intervals obtained with the bootstrap are shown to be accurate, maintaining the preset level of confidence.
Keywords
spectral analysis; statistical distributions; asymptotic distribution; bootstrap based confidence intervals; conditional coherence; nonGaussian signal; Cascading style sheets; Frequency measurement; Hydrogen; Nonlinear filters; Optical filters; Optical noise; Optical signal processing; Seismic measurements; Signal processing; Speech processing; conditional coherence; conditional spectra; confidence intervals; non-Gaussian signals; the bootstrap;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech and Signal Processing, 2007. ICASSP 2007. IEEE International Conference on
Conference_Location
Honolulu, HI
ISSN
1520-6149
Print_ISBN
1-4244-0727-3
Type
conf
DOI
10.1109/ICASSP.2007.366850
Filename
4217880
Link To Document