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Selected Works of Yoonsung Jung
Article
Partial correlation with copula modeling
Computational Statistics and Data Analysis
  • Jong Min Kim, University of Minnesota Morris
  • Yoon Sung Jung, Alcorn State University
  • Taeryon Choi, Korea University
  • Engin A. Sungur, University of Minnesota Morris
Document Type
Article
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. © 2010 Elsevier B.V. All rights reserved.

DOI
10.1016/j.csda.2010.09.025
Publication Date
3-1-2011
Citation Information
Jong Min Kim, Yoon Sung Jung, Taeryon Choi and Engin A. Sungur. "Partial correlation with copula modeling" Computational Statistics and Data Analysis Vol. 55 Iss. 3 (2011) p. 1357 - 1366 ISSN: 01679473
Available at: http://works.bepress.com/yoonsung-jung/9/