Computation of the sampling distribution of coherence estimate

The recent paper published by Miranda de Sa (2004) derived, for the first time, the sampling distribution of coherence estimated between two signals. The paper also considered computational issues of the sampling distribution, using an approximate method. In this short note, we provided several 1-li...

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Bibliographic Details
Main Authors: Saralees Nadarajah, Samuel Kotz
Format: Article
Language:English
Published: Academia Brasileira de Ciências 2006-12-01
Series:Anais da Academia Brasileira de Ciências
Subjects:
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652006000400016