A revisit to Pearson correlation coefficient under multiplicative distortions

Pub Date : 2024-04-02 DOI:10.1080/03610918.2024.2333352
Siming Deng, Jun Zhang, Yingcong Huang, Jiongtao Zhong, Xiaozhen Yang
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Abstract

We consider the estimation of Pearson correlation coefficient when two continuous variables can not be directly observed but measured with multiplicative distortion measurement errors. Different fr...
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重温乘法失真条件下的皮尔逊相关系数
我们考虑的是当两个连续变量无法直接观测,而是以乘法失真测量误差进行测量时的皮尔逊相关系数估计问题。不同的测量误差会产生不同的相关系数。
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