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

Autor:	Jae C. Lee
Jazyk:	angličtina
Rok vydání:	1983
Předmět:	Estimation Statistics Physics::Atomic and Molecular Clusters Computer Science::Mathematical Software Computer Science::Software Engineering Ocean Engineering Function (mathematics) Magnitude squared coherence Bias reduction Computer Science::Computers and Society Mathematics
Zdroj:	Bulletin of informatics and cybernetics. 20(3/4):107-114
ISSN:	0286-522X
Popis:	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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dcdabebca2cdce8d0fbe35d83b9103b6 http://hdl.handle.net/2324/13350 Zobrazit plný text záznamu