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Vines Arise

In: Dependence Modeling Vine Copula Handbook

Author

Listed:
  • Roger M. Cooke

    (Resources for the Future, and Department of Mathematics, Delft University of Technology, The Netherlands)

  • Harry Joe

    (Department of Statistics, University of British Columbia, Canada)

  • Kjersti Aas

    (Norwegian Computing Centre, Norway)

Abstract

An introduction to the main idea of vines as graphical models is presented, along with various notation and graphs for representing vines. The early history of vines is summarized, together with the 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.

Suggested Citation

  • Roger M. Cooke & Harry Joe & Kjersti Aas, 2010. "Vines Arise," World Scientific Book Chapters, in: Dorota Kurowicka & Harry Joe (ed.), Dependence Modeling Vine Copula Handbook, chapter 3, pages 37-71, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814299886_0003
    as

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