Partial correlation with copula modeling

Authors

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

Document Type

Article

Publication Title

Computational Statistics and Data Analysis

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.

First Page

1357

Last Page

1366

DOI

10.1016/j.csda.2010.09.025

Publication Date

3-1-2011

Recommended Citation

Kim, J., Jung, Y., Choi, T., & Sungur, E. (2011). Partial correlation with copula modeling. Computational Statistics and Data Analysis, 55 (3), 1357-1366. https://doi.org/10.1016/j.csda.2010.09.025