Directional dependence of genes using survival truncated FGM type modification copulas

Jong-Min Kim, Yoon Sung Jung, Tim Soderberg

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

A multivariate distribution can be represented in terms of its underlying margins by binding these margins together using a copula function (Sklar, 1959). Here, we propose a new class of survival FGM-type modification truncated copulas which quantify dependency and incorporate directional dependence. In addition, we apply our proposed methods to the analysis of directional dependence relationships between genes. Finally, we employ the Akaike Information Criterion (AIC) to check the goodness of fit for our proposed copula models.

Original languageEnglish (US)
Pages (from-to)1470-1484
Number of pages15
JournalCommunications in Statistics: Simulation and Computation
Volume38
Issue number7
DOIs
StatePublished - Aug 2009

Keywords

  • Directional dependence
  • Farlie-Gumbel-Morgenstern copula
  • Survival copula

Fingerprint

Dive into the research topics of 'Directional dependence of genes using survival truncated FGM type modification copulas'. Together they form a unique fingerprint.

Cite this