Vines Arise

Roger M Cooke, Harry Joe, Kjersti Aas

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

An introduction to the main idea of vines as graphical models is presented, with various notation and graphs for representing vines. The early history of vines is summarized, together with motivation for their construction. The relation to compatibility of subsets of marginal distributions is given to provide some intuition. Important properties and
applications of vines are included.
Original languageEnglish
Title of host publicationDependence Modeling
Subtitle of host publicationVine Copula Handbook
EditorsDorota Kurowicka , Harry Joe
Pages37-72
Number of pages36
Publication statusPublished - 23 Dec 2010

Keywords

  • vine copula
  • graphical tools
  • regular vines

Cite this

Cooke, R. M., Joe, H., & Aas, K. (2010). Vines Arise. In D. Kurowicka , & H. Joe (Eds.), Dependence Modeling: Vine Copula Handbook (pp. 37-72)