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Bootstrapping coherency function

Choi, Jhun, Lee

17 Dec 2002

NobleIDark:/48914/w1/20260515/CC5F9A7DDOI10.1109/icassp.1994.389933

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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.< &gt;

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