Partial correlation with copula modeling

DOI10.1016/J.CSDA.2010.09.025zbMath1328.62027OpenAlexW2051395114MaRDI QIDQ901505

Jong-Min Kim, Engin A. Sungur, Taeryon Choi, Yoon-Sung Jung

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.09.025

zbMATH Keywords

Gaussian copulapartial correlationgene network

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (4)

Vine-copula GARCH model with dynamic conditional dependence ⋮ Partial and average copulas and association measures ⋮ Conditional copulas, association measures and their applications ⋮ Copula particle filters

Uses Software

• copula
• copula

Cites Work

• Pair-copula constructions of multiple dependence
• An introduction to copulas.
• The theory and applications of statistical inference functions
• Vines -- a new graphical model for dependent random variables.
• Uncertainty Analysis with High Dimensional Dependence Modelling
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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