Undercoverage of Wavelet-Based Resampling Confidence Intervals

DOI10.1080/03610910802050902MaRDI QIDQ3527761zbMATH OpenOpenAlexFDO

Authors Liansheng Larry Tang, Wayne A. Woodward, William R. Schucany

Publication date 30 September 2008

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910802050902

zbMATH Keywords

bootstrapdiscrete wavelet transform (DWT)fMRIinverse discrete wavelet transform (IDWT)permutation testswavestrap

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical methods for wavelets (65T60) Biomedical imaging and signal processing (92C55)

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Cites work

• A theory for multiresolution signal decomposition: the wavelet representation
• Bootstrap and wild bootstrap for high dimensional linear models
• Bootstrap Prediction Intervals for Autoregression
• Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
• De-noising by soft-thresholding
• scientific article; zbMATH DE number 50289 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• Nonparametric Hypothesis Testing for a Spatial Signal
• Wavelet analysis and synthesis of fractional Brownian motion
• Wavelet-Based Bootstrap for Time Series Analysis

Cited in

(2)

• Wavelet variance ratio cointegration test and wavestrapping
• Wavestrapping time series: Adaptive wavelet-based bootstrapping

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