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

Alan D. Hutson; Gregory E. Wilding; Terry L. Mashtare; Albert Vexler

doi:10.1080/02664763.2015.1049130

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

Department of Biostatistics

SUNY Buffalo

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

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.

Original language	English
Pages (from-to)	2734-2753
Number of pages	20
Journal	Journal of Applied Statistics
Volume	42
Issue number	12
DOIs	https://doi.org/10.1080/02664763.2015.1049130
State	Published - Dec 2 2015

Keywords

association
conditional correlation
conditional dependence
conditional expectation

Access to Document

10.1080/02664763.2015.1049130

Cite this

@article{aeeede5a6e634698954fe12386948efd,

title = "Measures of biomarker dependence using a copula-based multivariate epsilon{\textendash}skew{\textendash}normal family of distributions",

abstract = "In this note we develop a new multivariate copula model based on epsilon{\textendash}skew{\textendash}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{\textendash}skew{\textendash}normal distribution.",

keywords = "association, conditional correlation, conditional dependence, conditional expectation",

author = "Hutson, \{Alan D.\} and Wilding, \{Gregory E.\} and Mashtare, \{Terry L.\} and Albert Vexler",

note = "Publisher Copyright: {\textcopyright} 2015 Taylor \& Francis.",

year = "2015",

month = dec,

day = "2",

doi = "10.1080/02664763.2015.1049130",

language = "English",

volume = "42",

pages = "2734--2753",

journal = "Journal of Applied Statistics",

issn = "0266-4763",

publisher = "Routledge",

number = "12",

}

TY - JOUR

T1 - Measures of biomarker dependence using a copula-based multivariate epsilon–skew–normal family of distributions

AU - Hutson, Alan D.

AU - Wilding, Gregory E.

AU - Mashtare, Terry L.

AU - Vexler, Albert

PY - 2015/12/2

Y1 - 2015/12/2

N2 - 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.

AB - 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.

KW - association

KW - conditional correlation

KW - conditional dependence

KW - conditional expectation

UR - https://www.scopus.com/pages/publications/84948585439

U2 - 10.1080/02664763.2015.1049130

DO - 10.1080/02664763.2015.1049130

M3 - Article

AN - SCOPUS:84948585439

SN - 0266-4763

VL - 42

SP - 2734

EP - 2753

JO - Journal of Applied Statistics

JF - Journal of Applied Statistics

IS - 12

ER -

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

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this