| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151461 | Statistics & Probability Letters | 2016 | 8 Pages |
Abstract
The partial correlation coefficient is a commonly used measure to assess the conditional dependence between two random variables. We provide a thorough explanation of the partial copula, which is a natural generalization of the partial correlation coefficient, and investigate several of its properties. In addition, properties of some associated partial dependence measures are examined.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Fabian Spanhel, Malte S. Kurz,