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Correlation curve estimation for multiplicative distortion measurement errors data. (English) Zbl 1434.62106
The authors study the estimation of the correlation curve function which measures the strength of the association between two variables locally at different values of covariate. The estimation is performed under the multiplicative distortion measurement errors setting where the unobservable variables are both distorted in a multiplicative fashion by an observed variable. The authors obtain asymptotic normality results for the estimated correlation curve and conduct Monte Carlo simulation experiments to examine the performance of the proposed estimator.

MSC:
62H20 Measures of association (correlation, canonical correlation, etc.)
62G05 Nonparametric estimation
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