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.
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 55 (2011)
Issue (Month): 3 (March)
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Web page: http://www.elsevier.com/locate/csda
Partial correlation Gaussian copula Gene network;
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- 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
- 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.
- 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.
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