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TESTING March 11, 2026

Covariate-adjusted statistical dependence representation through partial copulas: bounds and new insights

Authors

Vinícius Litvinoff Justus, Felipe Fontana Vieira

Abstract

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 conditional copulas constrain the form of the partial copula. Finally, a simulation study is conducted to illustrate the results and to show the potential of partial copula as a way to describe covariate-adjusted statistical dependence. This highlights the potential of the method to be used in causal inference problems and recover the true sign of a causal effect.

Metadata

arXiv ID: 2603.10941
Provider: ARXIV
Primary Category: stat.ME
Published: 2026-03-11
Fetched: 2026-03-12 04:21

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Raw Data (Debug)
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