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.
Creators(s): | Cooke, Roger M, Joe, Harry and Aas, Kjersti; Kurowicka, Dorota and Joe, Harry | Item type: | Book Section |
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ID code: | 45329 |
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 Feb 2021 09:35 |
Related URLs: | |
URI: | https://strathprints.strath.ac.uk/id/eprint/45329 |
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