ON BIAS REDUCTION IN ESTIMATION OF THE MAGNITUDE-SQUARED COHERENCE FUNCTION - Collections

＜journal article＞
ON BIAS REDUCTION IN ESTIMATION OF THE MAGNITUDE-SQUARED COHERENCE FUNCTION

Creator	Creator Name Lee, Jae C. Affiliation Affiliation Name Department of Statistics, Korea University
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	1983-03
Source Title	Bulletin of informatics and cybernetics
Vol	20
Issue	3/4
First Page	107
Last Page	114
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/13350
Related DOI	Bulletin of informatics and cybernetics \|\| 20(3/4) \|\| p107-114
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 20(3/4) \|\| p107-114
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 20(3/4) \|\| p107-114
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	Magnitude-squared coherence (MSC) function between two stochastic processes measures the linear relationship between the processes. The usual estimators of MSC are biased. A Jackknife estimator of MSC... is introduced to reduce the bias in estimation.show more

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