Partial correlation with copula modeling

Authors:
Jong-Min Kim;Yoon-Sung Jung;Taeryon Choi;Engin A. Sungur
Affiliations:
Statistics Discipline, Division of Science and Mathematics, University of Minnesota at Morris, Morris, MN, 56267, USA;Office of Research, Alcorn State University, Alcorn State, MS, 39096, USA;Department of Statistics, Korea University, Seoul, 136-701, South Korea;Statistics Discipline, Division of Science and Mathematics, University of Minnesota at Morris, Morris, MN, 56267, USA
Venue:
Computational Statistics & Data Analysis
Year:
2011

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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.