Bootstrap based confidence intervals for the conditional coherence

被引：0
|
作者：
Zoubir, Abdelhak M. [1 ]
机构：
[1] Tech Univ Darmstadt, Signal Proc Grp, D-64283 Darmstadt, Germany
来源：
2007 IEEE International Conference on Acoustics, Speech, and Signal Processing, Vol III, Pts 1-3, Proceedings | 2007年
关键词：
confidence intervals; conditional coherence; conditional spectra; the bootstrap; non-Gaussian signals;
D O I：
暂无
中图分类号：
O42 [声学];
学科分类号：
070206 ; 082403 ;
摘要：
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 e accurate, maintaining the preset level of confidence.
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页码：997 / 1000
页数：4
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