메뉴 건너뛰기




Volumn 15, Issue 1, 1998, Pages 56-76

The bootstrap and its application in signal processing: An attractive tool for assessing the accuracy of estimators and testing hypothesis for parameters in small data-sample situations

Author keywords

[No Author keywords available]

Indexed keywords

ACOUSTIC EMISSIONS; COMPUTER SIMULATION; PARAMETER ESTIMATION; PROBABILITY; STATISTICAL METHODS;

EID: 0031677647     PISSN: 10535888     EISSN: None     Source Type: Journal    
DOI: 10.1109/79.647043     Document Type: Article
Times cited : (406)

References (75)
  • 4
    • 0000735987 scopus 로고
    • Interpreting and Estimating the Instantaneous Frequency of a Signal - Part I: Fundamentals
    • April
    • B. Boashash, Interpreting and Estimating the Instantaneous Frequency of a Signal - Part I: Fundamentals. Proceedings of the IEEE, pages 519-538, April 1992.
    • (1992) Proceedings of the IEEE , pp. 519-538
    • Boashash, B.1
  • 5
    • 0000735987 scopus 로고
    • Interpreting and Estimating the Instantaneous Frequency of a Signal - Part II: Algorithms
    • April
    • B. Boashash, Interpreting and Estimating the Instantaneous Frequency of a Signal - Part II: Algorithms. Proc. of the IEEE pages 539-569, April 1992.
    • (1992) Proc. of the IEEE , pp. 539-569
    • Boashash, B.1
  • 6
    • 85042356472 scopus 로고
    • Multiple Wideband Signal Detection and Tracking from towed Array Data
    • M. Blanke and T. Söderström, editors, Copenhagen, July 4-6 Danish Automation Soc.
    • J.F. Böhme and D. Maiwald, Multiple Wideband Signal Detection and Tracking from towed Array Data. In M. Blanke and T. Söderström, editors, STSID 94, 10th IFAC Symposium on System Identification, volume 1, pages 107-112, Copenhagen, July 4-6 1994. Danish Automation Soc.
    • (1994) STSID 94, 10th IFAC Symposium on System Identification , vol.1 , pp. 107-112
    • Böhme, J.F.1    Maiwald, D.2
  • 7
    • 0001029192 scopus 로고
    • Edgeworth Correction by Bootstrap in Autoregressions
    • A. Bose, Edgeworth Correction by Bootstrap in Autoregressions. The Annals of Statistics, 16: 1709-1722, 1988.
    • (1988) The Annals of Statistics , vol.16 , pp. 1709-1722
    • Bose, A.1
  • 10
    • 33645306144 scopus 로고
    • The Finite Fourier Transform of a Stationary Process
    • D.R. Brillinger and P.R., Krishnaiah, Editors
    • D.R. Brillinger. The Finite Fourier Transform of a Stationary Process. Handbook of Statistics, D.R. Brillinger and P.R., Krishnaiah, Editors, 3: 237-278, 1983.
    • (1983) Handbook of Statistics , vol.3 , pp. 237-278
    • Brillinger, D.R.1
  • 11
    • 21844514749 scopus 로고
    • Blockwise Bootstrapped Empirical Process for Stationary Sequences
    • P. Bühlmann, Blockwise Bootstrapped Empirical Process for Stationary Sequences. The Annals of Statistics, 22: 995-1012, 1994.
    • (1994) The Annals of Statistics , vol.22 , pp. 995-1012
    • Bühlmann, P.1
  • 12
    • 0000514094 scopus 로고
    • The Use of Subseries Values for Estimating the Variance of a General Statistic from a stationary sequence
    • E. Carlstein, The Use of Subseries Values for Estimating the Variance of a General Statistic from a stationary sequence. The Annals of Statistics, 14: 1171-1179, 1986.
    • (1986) The Annals of Statistics , vol.14 , pp. 1171-1179
    • Carlstein, E.1
  • 15
    • 0002344794 scopus 로고
    • Bootstrap Methods. Another Look at the Jackknife
    • B. Efron, Bootstrap Methods. Another Look at the Jackknife. The Annals of Statistics, 7: 1-26, 1979.
    • (1979) The Annals of Statistics , vol.7 , pp. 1-26
    • Efron, B.1
  • 16
    • 0000801110 scopus 로고
    • Computers and the Theory of Statistics: Thinking the Unthinkable
    • B. Efron, Computers and the Theory of Statistics: Thinking the Unthinkable. SIAM Review, 4: 460-480, 1979.
    • (1979) SIAM Review , vol.4 , pp. 460-480
    • Efron, B.1
  • 17
    • 84988052077 scopus 로고
    • Nonparametric Standard Errors and Confidence Intervals
    • B. Efron, Nonparametric Standard Errors and Confidence Intervals (with discussion). Can. J. Statist., 9: 1-26, 1981.
    • (1981) Can. J. Statist. , vol.9 , pp. 1-26
    • Efron, B.1
  • 18
    • 0003242435 scopus 로고
    • The Jackknife, the Bootstrap and Other Resampling Plans
    • Society for Industrial and Applied Mathematics, Philadelphia
    • B. Efron, The Jackknife, the Bootstrap and Other Resampling Plans. CBMS Monograph 38, Society for Industrial and Applied Mathematics, Philadelphia, 1982.
    • (1982) CBMS Monograph , vol.38
    • Efron, B.1
  • 19
    • 84923818429 scopus 로고
    • Better Bootstrap Confidence Interval
    • B. Efron, Better Bootstrap Confidence Interval. J. Amer. Statist. Assoc., 82: 171-185, 1987.
    • (1987) J. Amer. Statist. Assoc. , vol.82 , pp. 171-185
    • Efron, B.1
  • 20
    • 84945737762 scopus 로고
    • A Leisurely Look at the Bootstrap, the Jackknife, and Cross-Validation
    • B. Efron and B. Gong, A Leisurely Look at the Bootstrap, the Jackknife, and Cross-Validation. Amer. Statist. 37: 36-48, 1983.
    • (1983) Amer. Statist. , vol.37 , pp. 36-48
    • Efron, B.1    Gong, B.2
  • 22
    • 0026687287 scopus 로고
    • A Ground based Narrow-band Passive Acoustic Technique for Estimating the Altitude and Speed of Propeller Driven Aircraft
    • September
    • B. Ferguson, A Ground based Narrow-band Passive Acoustic Technique for Estimating the Altitude and Speed of Propeller Driven Aircraft. The Journal of the Acoustical Society of America, 92(3), September 1992.
    • (1992) The Journal of the Acoustical Society of America , vol.92 , Issue.3
    • Ferguson, B.1
  • 23
    • 0027135148 scopus 로고
    • Doppler Effect for Sound Emitted by a Moving Airborne Source and Received by Acoustic Sensors located above and below the sea surface
    • December
    • B.G. Ferguson, Doppler Effect for Sound Emitted by a Moving Airborne Source and Received by Acoustic Sensors located above and below the sea surface. The Journal of the Acoustical Society of America, 94(6), December 1993.
    • (1993) The Journal of the Acoustical Society of America , vol.94 , Issue.6
    • Ferguson, B.G.1
  • 24
    • 0028018084 scopus 로고
    • Application of the Short-time Fourier Transform and the Wigner-Ville Distribution to the Acoustic Localization of Aircraft
    • August
    • B.C. Ferguson and B.G. Quinn, Application of the Short-time Fourier Transform and the Wigner-Ville Distribution to the Acoustic Localization of Aircraft. The Journal of the Acoustical Society of America, 96(2), August 1994.
    • (1994) The Journal of the Acoustical Society of America , vol.96 , Issue.2
    • Ferguson, B.C.1    Quinn, B.G.2
  • 25
    • 0010163420 scopus 로고
    • Bootstrap Confidence Regions for Directional
    • N.I. Fisher and P. Hall, Bootstrap Confidence Regions for Directional Data. J. Amer. Statist. Assoc., 84: 996-1002, 1989.
    • (1989) Data. J. Amer. Statist. Assoc. , vol.84 , pp. 996-1002
    • Fisher, N.I.1    Hall, P.2
  • 26
    • 0025247292 scopus 로고
    • New Statistical Methods for Directional Data -I. Bootstrap Comparison of Mean Directions and the Fold Test in Palaeomagnetism
    • N.I. Fisher and P. Hall, New Statistical Methods for Directional Data -I. Bootstrap Comparison of Mean Directions and the Fold Test in Palaeomagnetism. Geophys. J. Int., 101: 305-313, 1990.
    • (1990) Geophys. J. Int. , vol.101 , pp. 305-313
    • Fisher, N.I.1    Hall, P.2
  • 27
    • 0025949629 scopus 로고
    • General Statistical Test for the Effect of Folding
    • N.I. Fisher and P. Hall, General Statistical Test for the Effect of Folding. Geophys. J. Int., 105: 419-427, 1991.
    • (1991) Geophys. J. Int. , vol.105 , pp. 419-427
    • Fisher, N.I.1    Hall, P.2
  • 28
    • 0002532939 scopus 로고
    • On the "Probable Error" of a Coefficient of Correlation Deduced from a Small Sample
    • R.A. Fisher, On the "Probable Error" of a Coefficient of Correlation Deduced from a Small Sample. Metron, 1: 1-32, 1921.
    • (1921) Metron , vol.1 , pp. 1-32
    • Fisher, R.A.1
  • 29
    • 0000627534 scopus 로고
    • On Bootstrapping Kernel Estimates
    • J. Franke and W. Hardle, On Bootstrapping Kernel Estimates. The Annals of Statistics, 20: 121-145, 1992.
    • (1992) The Annals of Statistics , vol.20 , pp. 121-145
    • Franke, J.1    Hardle, W.2
  • 30
    • 85032770427 scopus 로고
    • The Sensitivity of High-order Parameter Estimation to Additive Gaussian Noise
    • B. Boashash, E. J. Powers, and A. M. Zoubir, editors, Longman Cheshire, ISBN 0 582 80077 3
    • B. Friedlander and B. Porat. The Sensitivity of High-order Parameter Estimation to Additive Gaussian Noise. In B. Boashash, E. J. Powers, and A. M. Zoubir, editors, Higher Order Statistical Signal Processing, pages 89-111. Longman Cheshire, 1995. ISBN 0 582 80077 3.
    • (1995) Higher Order Statistical Signal Processing , pp. 89-111
    • Friedlander, B.1    Porat, B.2
  • 31
    • 0000120408 scopus 로고
    • Theoretical Comparison of Bootstrap Confidence Intervals
    • P. Hall, Theoretical Comparison of Bootstrap Confidence Intervals (with discussion). The Annals of Statistics, 16: 927-985, 1988.
    • (1988) The Annals of Statistics , vol.16 , pp. 927-985
    • Hall, P.1
  • 33
    • 0039462607 scopus 로고
    • Better Nonparametric Bootstrap Confidence Intervals for the Correlation Coefficient
    • P. Hall, M. Martin, and W. R. Schucany, Better Nonparametric Bootstrap Confidence Intervals for the Correlation Coefficient. J. Statist. Comput. Simul., 33: 161-172, 1989.
    • (1989) J. Statist. Comput. Simul. , vol.33 , pp. 161-172
    • Hall, P.1    Martin, M.2    Schucany, W.R.3
  • 34
    • 0000804562 scopus 로고
    • The Effect of Simulation Order on Level Accuracy and Power of Monte Carlo Tests
    • P. Hall and D.M. Titterington, The Effect of Simulation Order on Level Accuracy and Power of Monte Carlo Tests. J. B. Statist. Soc. B, 51: 459-467, 1989.
    • (1989) J. B. Statist. Soc. B , vol.51 , pp. 459-467
    • Hall, P.1    Titterington, D.M.2
  • 35
    • 0025815687 scopus 로고
    • Two Guidelines for Bootstrap Hypothesis Testing
    • P. Hall and S.R. Wilson, Two Guidelines for Bootstrap Hypothesis Testing. Biometrics, 47: 757-762, 1991.
    • (1991) Biometrics , vol.47 , pp. 757-762
    • Hall, P.1    Wilson, S.R.2
  • 36
    • 0024472327 scopus 로고
    • Confidence Limits for Air Quality Model Evaluations, as Estimated by Bootstrap and Jackknife Resembling Methods
    • S.R. Hanna, Confidence Limits for Air Quality Model Evaluations, as Estimated by Bootstrap and Jackknife Resembling Methods. Atmospheric Enrironment, 23: 1385-1398, 1989.
    • (1989) Atmospheric Enrironment , vol.23 , pp. 1385-1398
    • Hanna, S.R.1
  • 38
  • 42
    • 0000181737 scopus 로고
    • The Jackknife and the Bootstrap for General Stationary Observations
    • H.R. Künsch, The Jackknife and the Bootstrap for General Stationary Observations. The Annals of Statistics, 17: 1217-1241, 1989.
    • (1989) The Annals of Statistics , vol.17 , pp. 1217-1241
    • Künsch, H.R.1
  • 43
    • 84952153262 scopus 로고
    • Bootstrap Technology and Applications
    • C. Léger, D.N. Politis, and J.P. Romano, Bootstrap Technology and Applications. Technometrics, 34: 378-398, 1992.
    • (1992) Technometrics , vol.34 , pp. 378-398
    • Léger, C.1    Politis, D.N.2    Romano, J.P.3
  • 47
    • 0015971972 scopus 로고
    • The Jackknife - A Review
    • R.G. Miller, The Jackknife - A Review. Biometrika, 61: 1-15, 1974.
    • (1974) Biometrika , vol.61 , pp. 1-15
    • Miller, R.G.1
  • 48
    • 85032783297 scopus 로고
    • A Method for Establishing a Separation in Air Traffic Control Using a Radar Estimation Accuracy of Close Approach Probability
    • S. Nagaoka and O. Amai, A Method for Establishing a Separation in Air Traffic Control Using a Radar Estimation Accuracy of Close Approach Probability. J. Japan Ins. Navigation, 82: 53-60, 1990.
    • (1990) J. Japan Ins. Navigation , vol.82 , pp. 53-60
    • Nagaoka, S.1    Amai, O.2
  • 49
    • 3342879384 scopus 로고
    • Estimation Accuracy of Close Approach Probability for Establishing a Radar Separation Minimum
    • S. Nagaoka and O. Amai, Estimation Accuracy of Close Approach Probability for Establishing a Radar Separation Minimum. J. Navigation, 44: 110-121, 1991.
    • (1991) J. Navigation , vol.44 , pp. 110-121
    • Nagaoka, S.1    Amai, O.2
  • 50
    • 0000144137 scopus 로고    scopus 로고
    • On Sample Re-use Methods for Dependent Data
    • Hall P. and B.Y. Jing. On Sample Re-use Methods for Dependent Data. J. R. Statist. Soc. B. 58: 727-737, 1996.
    • (1996) J. R. Statist. Soc. B. , vol.58 , pp. 727-737
    • Hall, P.1    Jing, B.Y.2
  • 51
    • 0024090481 scopus 로고
    • Random Number Generators: Good Ones are Hard to Kind
    • 5. K. Park and K.W. Miller, Random Number Generators: Good Ones are Hard to Kind. Comm. A.C.M., 32: 1192-1201, 1988.
    • (1988) Comm. A.C.M. , vol.32 , pp. 1192-1201
    • Park, K.1    Miller, K.W.2
  • 52
    • 0031672709 scopus 로고    scopus 로고
    • Computer Intensive Methods in Statistical Analysis
    • D.N. Politis, Computer Intensive Methods in Statistical Analysis. IEEE Signal Processing Magazine, 15: 39-55, 1998.
    • (1998) IEEE Signal Processing Magazine , vol.15 , pp. 39-55
    • Politis, D.N.1
  • 53
    • 0001282503 scopus 로고
    • A General Resampling Scheme for Triangular Arrays of α-Mixing Random Variables with Application to the Problem of Spectral Density Estimation
    • D.N. Politis and J. P. Romano. A General Resampling Scheme for Triangular Arrays of α-Mixing Random Variables with Application to the Problem of Spectral Density Estimation. The Annals of Statistics, 20: 1985-2007, 1992.
    • (1992) The Annals of Statistics , vol.20 , pp. 1985-2007
    • Politis, D.N.1    Romano, J.P.2
  • 55
    • 0024731344 scopus 로고
    • Performance Analysis of Parameter Estimation Algorithms Based on High-Order Moments
    • B. Porat and B. Friedlander, Performance Analysis of Parameter Estimation Algorithms Based on High-Order Moments. Int. J. Adaptive Control and Signal Processing, 3: 191-229, 1989.
    • (1989) Int. J. Adaptive Control and Signal Processing , vol.3 , pp. 191-229
    • Porat, B.1    Friedlander, B.2
  • 58
    • 0031193604 scopus 로고    scopus 로고
    • Aircraft Parameter Estimation using the Polynomial Wigner-Ville Distribution
    • July
    • D.C. Reid, A.M. Zoubir, and B. Boashash, Aircraft Parameter Estimation using the Polynomial Wigner-Ville Distribution. The Journal of the Acoustical Society of America, volume 102, number 1, pages 207-223, July 1997.
    • (1997) The Journal of the Acoustical Society of America , vol.102 , Issue.1 , pp. 207-223
    • Reid, D.C.1    Zoubir, A.M.2    Boashash, B.3
  • 61
    • 0001171523 scopus 로고
    • Replicated Time-Series Regression: An Approach to Signal Estimation and Detection
    • D.R. Brillinger and P.R. Krishnaiah, editors, North-Holland
    • R.H. Shumway, Replicated Time-Series Regression: An Approach to Signal Estimation and Detection. In D.R. Brillinger and P.R. Krishnaiah, editors, Handbook of Statistics, volume 3, pages 383-408. North-Holland, 1983.
    • (1983) Handbook of Statistics , vol.3 , pp. 383-408
    • Shumway, R.H.1
  • 64
    • 0002688716 scopus 로고
    • Jackknifed Error Estimates for Spectra, Coherence, and Transfer Functions
    • S. Haykin, editor, Prentice Hall
    • J. Thomson and D. Chave, Jackknifed Error Estimates for Spectra, Coherence, and Transfer Functions. In S. Haykin, editor, Advances in Spectrum Analysis and Array Processing, volume 1, pages 58-113. Prentice Hall, 1991.
    • (1991) Advances in Spectrum Analysis and Array Processing , vol.1 , pp. 58-113
    • Thomson, J.1    Chave, D.2
  • 65
    • 0000695947 scopus 로고
    • Variance Stabilization and the Bootstrap
    • R. Tibshirani, Variance Stabilization and the Bootstrap. Biometrica, 75: 433-144, 1988.
    • (1988) Biometrica , vol.75 , pp. 433-1144
    • Tibshirani, R.1
  • 66
    • 0001572432 scopus 로고    scopus 로고
    • A Comparison of Some Error Estimates for Neural Network Models
    • R. Tibshirani, A Comparison of Some Error Estimates for Neural Network Models. Neural Computation, 8: 152-163, 1996.
    • (1996) Neural Computation , vol.8 , pp. 152-163
    • Tibshirani, R.1
  • 67
    • 84972538191 scopus 로고
    • Bootstrap: More than a Stab in the Dark?
    • G.A. Young, Bootstrap: More than a Stab in the Dark? Statistical Science, 9: 382-415, 1994.
    • (1994) Statistical Science , vol.9 , pp. 382-415
    • Young, G.A.1
  • 69
    • 85076216827 scopus 로고
    • Bootstrap: Theory and Applications
    • T. Luk, editor. San Diego, July Proceedings of SPIE
    • A.M. Zoubir, Bootstrap: Theory and Applications. In T. Luk, editor. Advanced Signal Processing Algorithms, Architectures and Implementations, volume 2027, pages 216-235, San Diego, July 1993. Proceedings of SPIE.
    • (1993) Advanced Signal Processing Algorithms, Architectures and Implementations , vol.2027 , pp. 216-235
    • Zoubir, A.M.1
  • 71
    • 0029327504 scopus 로고
    • Multiple Bootstrap Tests: An Application to Sensor Location
    • A.M. Zoubir and J.F. Böhme, Multiple Bootstrap Tests: An Application to Sensor Location. IEEE Transitions on Signal Processing, 43: 1386-1396, 1995.
    • (1995) IEEE Transitions on Signal Processing , vol.43 , pp. 1386-1396
    • Zoubir, A.M.1    Böhme, J.F.2
  • 72
    • 85032767658 scopus 로고    scopus 로고
    • Bootstrapping Bispectra: An Application to Testing for the Departure from Gaussianity of Stationary Signals
    • under review
    • A.M. Zoubir and D.R. Iskander, Bootstrapping Bispectra: An Application to Testing for the Departure from Gaussianity of Stationary Signals. IEEE Transactions on Signal Processing (under review). See also: A.M. Zoubir and D.R. Iskander, A Bispectrum Based Gaussianiry Test Using the Bootstrap. In Proceedings of International Conference of Acoustics, Speech and Signal Processing, ICASSP' 96, volume V, pages 3030-3033, Atlanta, May 1996.
    • IEEE Transactions on Signal Processing
    • Zoubir, A.M.1    Iskander, D.R.2
  • 73
    • 0029745494 scopus 로고    scopus 로고
    • A Bispectrum Based Gaussianiry Test Using the Bootstrap
    • Atlanta, May
    • A.M. Zoubir and D.R. Iskander, Bootstrapping Bispectra: An Application to Testing for the Departure from Gaussianity of Stationary Signals. IEEE Transactions on Signal Processing (under review). See also: A.M. Zoubir and D.R. Iskander, A Bispectrum Based Gaussianiry Test Using the Bootstrap. In Proceedings of International Conference of Acoustics, Speech and Signal Processing, ICASSP' 96, volume V, pages 3030-3033, Atlanta, May 1996.
    • (1996) Proceedings of International Conference of Acoustics, Speech and Signal Processing, ICASSP' 96 , vol.5 , pp. 3030-3033
    • Zoubir, A.M.1    Iskander, D.R.2
  • 75
    • 84892183317 scopus 로고    scopus 로고
    • Signal Detection Using the Bootstrap
    • in press
    • A.M. Zoubir, Signal Detection Using the Bootstrap. Signal Processing (in press).
    • Signal Processing
    • Zoubir, A.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.