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Spanhel, Fabian and Kurz, Malte S. (2016): The partial copula: Properties and associated dependence measures. In: Statistics & Probability Letters, Vol. 119: pp. 76-83

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The partial correlation coefficient is a commonly used measure to assess the conditional dependence between two random variables. We provide a thorough explanation of the partial copula, which is a natural generalization of the partial correlation coefficient, and investigate several of its properties. In addition, properties of some associated partial dependence measures are examined. (C) 2016 Elsevier B.V. All rights reserved.

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