Literature DB >> 26917861

Measures of biomarker dependence using a copula-based multivariate epsilon-skew-normal family of distributions.

Alan D Hutson1, Gregory E Wilding1, Terry L Mashtare1, Albert Vexler1.   

Abstract

In this note we develop a new multivariate copula model based on epsilon-skew-normal marginal densities for the purpose of examining biomarker dependency structures. We illustrate the flexibility and utility of this model via a variety of graphical tools and a data analysis example pertaining to salivary biomarker. The multivariate normal model is a sub-model of the multivariate epsilon-skew-normal distribution.

Entities:  

Keywords:  association; conditional correlation; conditional dependence; conditional expectation

Year:  2015        PMID: 26917861      PMCID: PMC4763942          DOI: 10.1080/02664763.2015.1049130

Source DB:  PubMed          Journal:  J Appl Stat        ISSN: 0266-4763            Impact factor:   1.404


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