conditional independence

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5) We also conducted some additional analysis using two copula functions, namely the normal and the student-t to model the unconditional and conditional dependence structure between real housing and oil price returns.
In particular, we estimated the conditional dependence of the IPC on oil prices.
Macroeconomic factors, volatility and conditional dependence have been used to explain this relationship.
This study uses the conditional dependence approach of Lorenzo, Duran and Armenta (2012), which hypothesized conditional dependence of financial market returns on oil prices and applied this hypothesis to Mexican data under a BEKK model.
Empirical results suggest: 1) that each of the analyzed series of stock index and oil returns can be adequately described with the proposed AR (1)-TGARCH model; 2) that a leverage effect exists in the stock index returns and in oil returns: volatility increases when returns fall; 3) that there is linear dependence between the stock index and oil returns, as indicated by the correlation coefficient (36% with MECOB and 25% with BRENT), and a small degree of concordance, as shown by Kendall's [tau] (tau); 4) that there is a small degree of conditional dependence in the lower tail and significant degree of conditional dependence on the upper (right) tail.
One drawback of the vine approach is that, among the dependence parameters, some will capture conditional dependence.
This conditional dependence represents the "influence strength" of one person over another.
A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets, http://ideas.
Conditional dependence analysis can be performed with a constraint operation we call the "gist" operation.
Our tests show a conditional dependence, and our gist calculation provides conditions that disprove the dependence.
We then compare our techniques to other approaches for memory-based, value-based, and conditional dependence analysis.
The information produced by our conditional dependence analysis could be used for a variety of purposes, including interaction with the programmer or other compiler phases, or to introduce a run-time test.

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