Undercoverage of Wavelet-Based Resampling Confidence Intervals

DOI10.1080/03610910802050902zbMath1145.62035OpenAlexW2080517174MaRDI QIDQ3527761

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

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

bootstrappermutation testsfMRIdiscrete wavelet transform (DWT)inverse discrete wavelet transform (IDWT)wavestrap

Mathematics Subject Classification ID

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

Related Items (1)

Wavelet variance ratio cointegration test and wavestrapping

Cites Work

• Bootstrap and wild bootstrap for high dimensional linear models
• Bootstrap Prediction Intervals for Autoregression
• A theory for multiresolution signal decomposition: the wavelet representation
• Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
• Wavelet analysis and synthesis of fractional Brownian motion
• Nonparametric Hypothesis Testing for a Spatial Signal
• De-noising by soft-thresholding
• Wavelet-Based Bootstrap for Time Series Analysis
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