Partial correlation with copula modeling

Jong-Min Kim, Yoon-Sung Jung, Taeryon Choi and Engin A. Sungur

Computational Statistics & Data Analysis, 2011, vol. 55, issue 3, 1357-1366

Abstract: We propose a new partial correlation approach using Gaussian copula. Our empirical study found that the Gaussian copula partial correlation has the same value as that which is obtained by performing a Pearson's partial correlation. With the proposed method, based on canonical vine and d-vine, we captured direct interactions among eight histone genes.

Keywords: Partial; correlation; Gaussian; copula; Gene; network (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (7)

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