Directional dependence of genes using survival truncated FGM type modification copulas

Jong-Min Kim, Yoon Sung Jung, Tim Soderberg

    Research output: Contribution to journalArticlepeer-review

    6 Scopus citations

    Abstract

    A multivariate distribution can be represented in terms of its underlying margins by binding these margins together using a copula function (Sklar, 1959). Here, we propose a new class of survival FGM-type modification truncated copulas which quantify dependency and incorporate directional dependence. In addition, we apply our proposed methods to the analysis of directional dependence relationships between genes. Finally, we employ the Akaike Information Criterion (AIC) to check the goodness of fit for our proposed copula models.

    Original languageEnglish (US)
    Pages (from-to)1470-1484
    Number of pages15
    JournalCommunications in Statistics: Simulation and Computation
    Volume38
    Issue number7
    DOIs
    StatePublished - Aug 2009

    Keywords

    • Directional dependence
    • Farlie-Gumbel-Morgenstern copula
    • Survival copula

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