Partial correlation with copula modeling

DOI10.1016/J.CSDA.2010.09.025MaRDI QIDQ901505zbMATH OpenOpenAlexFDO

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

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 copulagene networkpartial correlation

Mathematics Subject Classification ID

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

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Cites work

• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• An introduction to copulas.
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3457895 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• Pair-copula constructions of multiple dependence
• The theory and applications of statistical inference functions
• Uncertainty Analysis with High Dimensional Dependence Modelling
• Vines -- a new graphical model for dependent random variables.

Cited in

(9)

• Vine-copula GARCH model with dynamic conditional dependence
• Copula particle filters
• The partial copula: properties and associated dependence measures
• scientific article; zbMATH DE number 1531986 (Why is no real title available?)
• Copula-based Partial Correlation Screening: a Joint and Robust Approach
• Matching a correlation coefficient by a Gaussian copula
• High-dimensional partial correlation coefficients: A survey study of estimation Methods
• Partial and average copulas and association measures
• Conditional copulas, association measures and their applications

Describes a project that uses

Uses Software

• copula
• copula

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