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Bayesian semiparametric copula estimation with application to psychiatric genetics.


ABSTRACT: This paper proposes a semiparametric methodology for modeling multivariate and conditional distributions. We first build a multivariate distribution whose dependence structure is induced by a Gaussian copula and whose marginal distributions are estimated nonparametrically via mixtures of B-spline densities. The conditional distribution of a given variable is obtained in closed form from this multivariate distribution. We take a Bayesian approach, using Markov chain Monte Carlo methods for inference. We study the frequentist properties of the proposed methodology via simulation and apply the method to estimation of conditional densities of summary statistics, used for computing conditional local false discovery rates, from genetic association studies of schizophrenia and cardiovascular disease risk factors.

SUBMITTER: Rosen O 

PROVIDER: S-EPMC5496008 | biostudies-literature | 2015 May

REPOSITORIES: biostudies-literature

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Bayesian semiparametric copula estimation with application to psychiatric genetics.

Rosen Ori O   Thompson Wesley K WK  

Biometrical journal. Biometrische Zeitschrift 20150209 3


This paper proposes a semiparametric methodology for modeling multivariate and conditional distributions. We first build a multivariate distribution whose dependence structure is induced by a Gaussian copula and whose marginal distributions are estimated nonparametrically via mixtures of B-spline densities. The conditional distribution of a given variable is obtained in closed form from this multivariate distribution. We take a Bayesian approach, using Markov chain Monte Carlo methods for infere  ...[more]

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