The bootstrap method in space physics: Error estimation for the minimum variance analysis

Hideaki Kawano, T. Higuchi

Research output: Contribution to journalArticlepeer-review

40 Citations (Scopus)

Abstract

The minimum variance analysis technique introduced by Sonnerup and Cahill (1967) is a useful tool in space physics. However the statistical errors appearing in this method are difficult to estimate accurately because of the complicated form of the eigenvalue decomposition. To deal with this problem, this paper introduces the bootstrap method (Efron, 1979) which replaces analytical solutions with repeated simple calculations. We apply this method to the estimation of the statistical errors in the minimum variance direction and the average component in the minimum variance direction, and show that this method accurately estimates the errors.

Original languageEnglish
Pages (from-to)307-310
Number of pages4
JournalGeophysical Research Letters
Volume22
Issue number3
DOIs
Publication statusPublished - 1995
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Geophysics
  • Earth and Planetary Sciences(all)

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