Partial correlation with copula modeling

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.

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Year of publication:	2011
Authors:	Kim, Jong-Min ; Jung, Yoon-Sung ; Choi, Taeryon ; Sungur, Engin A.
Published in:	Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 55.2011, 3, p. 1357-1366
Publisher:	Elsevier
Keywords:	Partial correlation Gaussian copula Gene network

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008864244