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Partial correlation with copula modeling

Authors
Kim, Jong-MinJung, Yoon-SungChoi, TaeryonSungur, Engin A.
Issue Date
1-Mar-2011
Publisher
ELSEVIER
Keywords
Partial correlation; Gaussian copula; Gene network
Citation
COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.55, no.3, pp.1357 - 1366
Indexed
SCIE
SCOPUS
Journal Title
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume
55
Number
3
Start Page
1357
End Page
1366
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/112878
DOI
10.1016/j.csda.2010.09.025
ISSN
0167-9473
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 (C) 2010 Elsevier B V All rights reserved
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