The partial copula: Properties and associated dependence measures
Methodology
2017-06-13 v1
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.
Cite
@article{arxiv.1511.06665,
title = {The partial copula: Properties and associated dependence measures},
author = {Fabian Spanhel and Malte S. Kurz},
journal= {arXiv preprint arXiv:1511.06665},
year = {2017}
}