Regular Vines

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

1 Scopus citations

Abstract

In the last chapter we saw that we can construct trivariate distributions using only bivariate building blocks. Additionally we introduced special vine distribution classes such as C- and D-vine distributions in arbitrary dimensions through recursive conditioning. In this chapter we generalize this construction principle allowing for different conditioning orders. As we already noted the construction is not unique, therefore it will be important to allow for different constructions and to organize them.

Original languageEnglish
Title of host publicationLecture Notes in Statistics
PublisherSpringer Science and Business Media, LLC
Pages95-122
Number of pages28
DOIs
StatePublished - 2019

Publication series

NameLecture Notes in Statistics
Volume222
ISSN (Print)0930-0325
ISSN (Electronic)2197-7186

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