A vine copula is a type of statistical model used to describe the dependence structure between multiple random variables. It provides a flexible way to construct multivariate distributions by combining bivariate copulas, enabling the modeling of complex relationships in multidimensional data. The main features of vine copulas include: 1. **Construction**: Vine copulas are constructed using a graphical representation known as a "vine" (or "graph"), which consists of a series of trees.

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