Gupta, A. K.; Kabe, D. G. On the distribution of the magnitude-squared coherence estimator. (English) Zbl 1163.62328 Adv. Appl. Stat. 10, No. 2, 195-200 (2008). Summary: An analytical derivation of the distribution of the magnitude-squared coherence (MSC) estimator is presented, assuming an elliptically symmetric joint density for the sequence or random observations on which the MSC is to be based. MSC: 62H10 Multivariate distribution of statistics 62H12 Estimation in multivariate analysis 15B52 Random matrices (algebraic aspects) Keywords:Sverdrup’s lemma; multiple correlation coefficient; signal processing PDFBibTeX XMLCite \textit{A. K. Gupta} and \textit{D. G. Kabe}, Adv. Appl. Stat. 10, No. 2, 195--200 (2008; Zbl 1163.62328) Full Text: Link