Inference for nonparanormal partial correlation via regularized rank-based nodewise regression.
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DOI: 10.1111/biom.13624
Abstract: Partial correlation is a common tool in studying conditional dependence for Gaussian distributed data. However, partial correlation being zero may not be equivalent to conditional independence under non-Gaussian distributions. In this paper, we propose a… read more here.
Keywords: procedure; nonparanormal partial; partial correlation; correlation ... See more keywords