Title :
Bootstrap Based Confidence Intervals for the Conditional Coherence
Author :
Zoubir, Abdelhak M.
Author_Institution :
Signal Process. Group, Technische Univ. Darmstadt, Germany
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;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2007. ICASSP 2007. IEEE International Conference on
Conference_Location :
Honolulu, HI
Print_ISBN :
1-4244-0727-3
DOI :
10.1109/ICASSP.2007.366850
