Vines Arise

Cooke, Roger M and Joe, Harry and Aas, Kjersti (2010) Vines Arise. In: Dependence Modeling. World Scientific Publishing Company, pp. 37-72. ISBN 978-9814299879

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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 and applications of vines are included.