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Bootstrapping coherency function

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3 Author(s)
Kiheon Choi ; Duksung Women''s Univ., Seoul, South Korea ; Myoungshic Jhun ; Jae Chang Lee

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

Published in:

Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on  (Volume:vi )

Date of Conference:

19-22 Apr 1994