Vines Arise
Cooke, Roger M and Joe, Harry and Aas, Kjersti; Kurowicka, Dorota and Joe, Harry, eds. (2010) Vines Arise. In: Dependence Modeling. World Scientific Publishing Company, pp. 37-72. ISBN 978-9814299879
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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.
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Item type: Book Section ID code: 45329 Dates: DateEvent23 December 2010PublishedSubjects: Social Sciences > Industries. Land use. Labor > Risk Management Department: Strathclyde Business School > Management Science Depositing user: Pure Administrator Date deposited: 23 Oct 2013 10:47 Last modified: 08 Apr 2024 13:06 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/45329
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