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Testing for Impulsive Behavior: A Bootstrap Approach

โœ Scribed by Christopher L. Brown; Abdelhak M. Zoubir

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
159 KB
Volume
11
Category
Article
ISSN
1051-2004

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โœฆ Synopsis

Increasingly, systems are being designed to account for impulsive behavior that may be present in signals, with one of the widely used statistical models used being the ฮฑ stable distribution. Two techniques are presented that test for the level of impulsive behavior: testing the parameter ฮฑ directly and a characteristic function (cf) based technique. The parametric bootstrap is used in both cases to estimate the distribution of the test statistics and in the setting of critical values. Simulation results show both tests maintain their level and achieve high rejection rates under alternatives.

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## Introduction In , Hall notes that most statistical applications of the bootstrap to the calculation of confidence intervals use either ordinary bootstrap standard errors or the percentile method, both of which rely on point estimates obtained from the bootstrap samples. Those applications do no