Covariate-adjusted statistical dependence representation through partial copulas: bounds and new insights
通过偏 Copula 表示协变量调整后的统计依赖:界限与新认识
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a covariate. Building upon results previously presented in the literature, we show that partial copulas can be seen as a nonlinear analogue of partial correlation. Then, we prove several results showing how dependence properties of the…