Abstract
Consider the correlation between two random variables (X, Y), both not directly observed. One only observes over(X, ̃) = φ{symbol}1 (U) X + φ{symbol}2 (U) and over(Y, ̃) = ψ1 (U) Y + ψ2 (U), where all four functions {φ{symbol}l ({dot operator}), ψl ({dot operator}), l = 1, 2} are unknown/unspecified smooth functions of an observable covariate U. We consider consistent estimation of the correlation between the unobserved variables X and Y, adjusted for the above general dual additive and multiplicative effects of U, based on the observed data (over(X, ̃), over(Y, ̃), U).
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1684-1689 |
| Number of pages | 6 |
| Journal | Statistics and Probability Letters |
| Volume | 79 |
| Issue number | 15 |
| DOIs | |
| State | Published - Aug 1 2009 |
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ASJC Scopus subject areas
- Statistics, Probability and Uncertainty
- Statistics and Probability
Cite this
A consistent local linear estimator of the covariate adjusted correlation coefficient. / Nguyen, Danh V.; Şentürk, Damla.
In: Statistics and Probability Letters, Vol. 79, No. 15, 01.08.2009, p. 1684-1689.Research output: Contribution to journal › Article
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TY - JOUR
T1 - A consistent local linear estimator of the covariate adjusted correlation coefficient
AU - Nguyen, Danh V.
AU - Şentürk, Damla
PY - 2009/8/1
Y1 - 2009/8/1
N2 - Consider the correlation between two random variables (X, Y), both not directly observed. One only observes over(X, ̃) = φ{symbol}1 (U) X + φ{symbol}2 (U) and over(Y, ̃) = ψ1 (U) Y + ψ2 (U), where all four functions {φ{symbol}l ({dot operator}), ψl ({dot operator}), l = 1, 2} are unknown/unspecified smooth functions of an observable covariate U. We consider consistent estimation of the correlation between the unobserved variables X and Y, adjusted for the above general dual additive and multiplicative effects of U, based on the observed data (over(X, ̃), over(Y, ̃), U).
AB - Consider the correlation between two random variables (X, Y), both not directly observed. One only observes over(X, ̃) = φ{symbol}1 (U) X + φ{symbol}2 (U) and over(Y, ̃) = ψ1 (U) Y + ψ2 (U), where all four functions {φ{symbol}l ({dot operator}), ψl ({dot operator}), l = 1, 2} are unknown/unspecified smooth functions of an observable covariate U. We consider consistent estimation of the correlation between the unobserved variables X and Y, adjusted for the above general dual additive and multiplicative effects of U, based on the observed data (over(X, ̃), over(Y, ̃), U).
UR - http://www.scopus.com/inward/record.url?scp=67649097077&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=67649097077&partnerID=8YFLogxK
U2 - 10.1016/j.spl.2009.04.021
DO - 10.1016/j.spl.2009.04.021
M3 - Article
VL - 79
SP - 1684
EP - 1689
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
IS - 15
ER -