Growth Cycle of Vine Copulas

Kjersti Aas (), Roger Cooke (), Harry Joe (), Dorota Kurowicka () and Thomas Nagler ()
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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

A chapter in Statistical Dependence Modeling, 2026, pp 1-8 from Springer

Abstract: 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.

Keywords: Regular vines; Dependence; Graphical models; Copulas (search for similar items in EconPapers)
Date: 2026
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DOI: 10.1007/978-3-032-14252-8_1

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