重温乘法失真条件下的皮尔逊相关系数

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Communications in Statistics-Simulation and Computation Pub Date : 2024-04-02 DOI:10.1080/03610918.2024.2333352

Siming Deng, Jun Zhang, Yingcong Huang, Jiongtao Zhong, Xiaozhen Yang

引用次数: 0

摘要

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。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A revisit to Pearson correlation coefficient under multiplicative distortions

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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来源期刊

Communications in Statistics-Simulation and Computation 数学-统计学与概率论

CiteScore

2.50

自引率

11.10%

发文量

240

审稿时长

6 months

期刊介绍： The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.