Partial correlation with copula modeling

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

doi:10.1016/j.csda.2010.09.025

Partial correlation with copula modeling

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

Statistics (Morris)

Research output: Contribution to journal › Article › peer-review

25 Scopus citations

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.

Original language	English (US)
Pages (from-to)	1357-1366
Number of pages	10
Journal	Computational Statistics and Data Analysis
Volume	55
Issue number	3
DOIs	https://doi.org/10.1016/j.csda.2010.09.025
State	Published - Mar 1 2011

Keywords

Gaussian copula
Gene network
Partial correlation

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10.1016/j.csda.2010.09.025

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title = "Partial correlation with copula modeling",

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.",

keywords = "Gaussian copula, Gene network, Partial correlation",

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year = "2011",

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AU - Kim, Jong Min

AU - Jung, Yoon Sung

AU - Choi, Taeryon

AU - Sungur, Engin A.

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Y1 - 2011/3/1

N2 - 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.

AB - 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.

KW - Gaussian copula

KW - Gene network

KW - Partial correlation

UR - https://www.scopus.com/pages/publications/78649333669

UR - https://www.scopus.com/pages/publications/78649333669#tab=citedBy

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DO - 10.1016/j.csda.2010.09.025

M3 - Article

AN - SCOPUS:78649333669

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VL - 55

SP - 1357

EP - 1366

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

IS - 3

ER -

Partial correlation with copula modeling

Abstract

Keywords

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