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Erschienen in:
2019 | OriginalPaper | Buchkapitel
5. Regular Vines
verfasst von : Claudia Czado
Erschienen in: Analyzing Dependent Data with Vine Copulas
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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.