Partial correlation with copula modeling
AbstractWe 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 55 (2011)
Issue (Month): 3 (March)
Contact details of provider:
Web page: http://www.elsevier.com/locate/csda
Partial correlation Gaussian copula Gene network;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Jun Yan, . "Enjoy the Joy of Copulas: With a Package copula," Journal of Statistical Software, American Statistical Association, vol. 21(i04).
- Aas, Kjersti & Czado, Claudia & Frigessi, Arnoldo & Bakken, Henrik, 2009. "Pair-copula constructions of multiple dependence," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 182-198, April.
- repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
- So, Mike K.P. & Yeung, Cherry Y.T., 2014. "Vine-copula GARCH model with dynamic conditional dependence," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 655-671.
- Gijbels, Irène & Veraverbeke, Noël & Omelka, Marel, 2011. "Conditional copulas, association measures and their applications," Computational Statistics & Data Analysis, Elsevier, vol. 55(5), pages 1919-1932, May.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.