Invariance of the magnitude-squared coherence estimate with respect to second-channel statistics
H. Gish, D. Cochran · IEEE Transactions on Acoustics Speech and Signal Processing · 1987
Properties of the magnitude-squared coherence (MSC) estimate in the presence of spherically symmetric noise are examined from a geometric point of view. Invariance to second-channel statistics is shown and the distribution function of the estimate is derived. A relationship between spherically symmetric and Gaussian sequences is also given.