Third Brazilian Conference on Statistical Modelling in Insurance and
    Finance
         

Third Brazilian Conference on Statistical
Modelling in Insurance and Finance

Maresias, March 25 - 30, 2007



Vines in Overview

Roger Cooke

Vines are a graphical tool for picking out bivariate and conditional bivariate distributions which uniquely determine the joint distribution. The bivariate distributions can be further characterized as 1 dimensional marginals plus (conditional) copulae. This paper will review the theory of vines and address open issues, including vine learning and vine regression.