SSP'05 -- Proceedings

	IEEE/SP 13th workshop on Statistical Signal Processing July, 17-20, 2005 - Bordeaux - France

Information regarding the paper

Title

Bootstrap Based Spectral Analysis

Author(s)

Abdelhak Zoubir

Darmstadt University of Technology

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Abstract

The problem of confidence interval estimation for spectra, coherence functions and transfer functions is addressed. We propose bootstrap based methods as an alternative to asymptotic techniques. Bootstrap methods provide accurate confidence coverage, in particular when asymptotic techniques are invalid, i.e., for small sample sizes or non-Gaussian data.