Title
Partial correlation with copula modeling
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
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