Measures of biomarker dependence using a copula-based multivariate epsilon-skew-normal family of distributions

Alan D. Hutson, Gregory E. Wilding, Terry L. Mashtare and Albert Vexler

Journal of Applied Statistics, 2015, vol. 42, issue 12, 2734-2753

Abstract: In this note we develop a new multivariate copula model based on epsilon-skew-normal marginal densities for the purpose of examining biomarker dependency structures. We illustrate the flexibility and utility of this model via a variety of graphical tools and a data analysis example pertaining to salivary biomarker. The multivariate normal model is a sub-model of the multivariate epsilon-skew-normal distribution.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:42:y:2015:i:12:p:2734-2753

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DOI: 10.1080/02664763.2015.1049130

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