Research indexJournal article
Bootstrapping coherency function
Choi, Jhun, Lee
17 Dec 2002
NobleIDark:/48914/w1/20260515/CC5F9A7DDOI10.1109/icassp.1994.389933
Journal article
Bootstrapping coherency function
Choi, Jhun, Lee · 2002 · Subscription
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.< >