Correlation curve estimation for multiplicative distortion measurement errors data

Zhenghui Feng, Yujie Gai and Jun Zhang

Journal of Nonparametric Statistics, 2019, vol. 31, issue 2, 435-450

Abstract: A correlation curve measures the strength of the association between two variables locally at different values of covariate. This paper studies how to estimate the correlation curve under the multiplicative distortion measurement errors setting. The unobservable variables are both distorted in a multiplicative fashion by an observed confounding variable. We obtain asymptotic normality results for the estimated correlation curve. We conduct Monte Carlo simulation experiments to examine the performance of the proposed estimator. The estimated correlation curve is applied to analyze a real dataset for an illustration.

Date: 2019
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DOI: 10.1080/10485252.2019.1580708

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