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Growth Cycle of Vine Copulas

In: Statistical Dependence Modeling

Author

Listed:
  • Kjersti Aas

    (Norwegian Computer Centrum)

  • Roger Cooke

    (TU Delft, DIAM)

  • Harry Joe

    (University of British Columbia, Department of Statistics)

  • Dorota Kurowicka

    (TU Delft, DIAM)

  • Thomas Nagler

    (LMU Munich, Department of Statistics)

Abstract

This article reviews the historical development of regular vines and vine copulas over the past thirty years, highlighting key milestones and contributions from various researchers. The article emphasizes the contributions of Claudia Czado in strengthening the vine research community and promoting the use of vine copulas in applied research.

Suggested Citation

  • Kjersti Aas & Roger Cooke & Harry Joe & Dorota Kurowicka & Thomas Nagler, 2026. "Growth Cycle of Vine Copulas," Springer Books, in: Thomas Nagler & Dorota Kurowicka & Roger Cooke & Harry Joe (ed.), Statistical Dependence Modeling, pages 1-8, Springer.
    • Handle: RePEc:spr:sprchp:978-3-032-14252-8_1
    DOI: 10.1007/978-3-032-14252-8_1
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