Counting Vines

O. Morales-Nápoles
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O. Morales-Nápoles: Delft Institute of Applied Mathematics, Mekelweg 4, 2628CD Delft, The Netherlands

Chapter 9 in Dependence Modeling:Vine Copula Handbook, 2010, pp 189-218 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractIn this chapter, three algorithms for producing and enumerating regular vines are presented. The first one produces all possible vines on n nodes and regular vines are found by inspection. The second one uses the concept of line graphs to produce only regular vines. The third algorithm produces regular vines by extending a regular vine on three nodes to a regular vine on n nodes. The first and second algorithms presented have been used for the construction of a catalogue of labeled regular vines on at most nine nodes and tree-equivalent regular vines on at most seven. This catalogue is presented as an appendix to the chapter.

Keywords: Dependence Modeling; Joint Distributions; Copulae; Vines; Graphical Models; PCC (search for similar items in EconPapers)
Date: 2010
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