Equivalence of Partial and Conditional Correlation Coefficients

DOI10.14490/JJSS.35.1MaRDI QIDQ5695128zbMATH OpenOpenAlexFDO

Authors Kunihiro Baba, Masaaki Sibuya

Publication date 11 October 2005

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss.35.1

zbMATH Keywords

Conjugate priorgeneralized Pareto distributionsMorris classnegative dependencenegative multinomial distributionsNeyman type A distributionspositive dependence by mixtures

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
• scientific article; zbMATH DE number 992980
• M-matrices as covariance matrices of multinormal distributions
• scientific article; zbMATH DE number 1531986
• scientific article; zbMATH DE number 992639

Cited in

(5)

• SCOMDY models based on pair-copula constructions with application to exchange rates
• scientific article; zbMATH DE number 1531986 (Why is no real title available?)
• PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
• Analytic posterior distribution and Bayes factor for Pearson partial correlations
• Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints

This page was built for publication: Equivalence of Partial and Conditional Correlation Coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5695128)