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

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.

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• Item metadata

  Item type:	Book Section
  ID code:	45329
  Dates:	Date Event 23 December 2010 Published
  Keywords:	vine copula, graphical tools, regular vines, Risk Management, Management Science and Operations Research
  Subjects:	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:	11 Aug 2021 01:02
  Related URLs:	Related item
  URI:	https://strathprints.strath.ac.uk/id/eprint/45329