Partial correlation with copula modeling

Jong Min Kim, University of Minnesota Morris
Yoon Sung Jung, Alcorn State University
Taeryon Choi, Korea University
Engin A. Sungur, University of Minnesota Morris

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. © 2010 Elsevier B.V. All rights reserved.