PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE

DOI10.1111/j.1467-842X.2004.00360.xzbMath1061.62086WikidataQ60588073 ScholiaQ60588073MaRDI QIDQ4660889

Masaaki Sibuya, Ritei Shibata, Kunihiro Baba

Publication date: 4 April 2005

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

exchangeability; monotone transformation; elliptical distribution; graphical modelling

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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