Vines Arise

Roger M Cooke; Harry Joe; Kjersti Aas

Vines Arise

Roger M Cooke, Harry Joe, Kjersti Aas

Management Science

Research output: Chapter in Book/Report/Conference proceeding › Chapter

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 language	English
Title of host publication	Dependence Modeling
Subtitle of host publication	Vine Copula Handbook
Editors	Dorota Kurowicka , Harry Joe
Pages	37-72
Number of pages	36
Publication status	Published - 23 Dec 2010

Keywords

vine copula
graphical tools
regular vines

Cite this

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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 andapplications of vines are included.",

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AB - 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 andapplications of vines are included.

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BT - Dependence Modeling

A2 - Kurowicka , Dorota

A2 - Joe, Harry

ER -

Vines Arise

Abstract

Keywords

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