Zhang, Jun; Feng, Zhenghui; Zhou, Bu - In: Journal of Multivariate Analysis 124 (2014) C, pp. 116-129
In this paper, we consider the estimation problem of a correlation coefficient between unobserved variables of interest. These unobservable variables are distorted in a multiplicative fashion by an observed confounding variable. Two estimators, the moment-based estimator and the direct plug-in...