Model selection of copulas: AIC versus a cross validation copula information criterion (Q2251716)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection of copulas: AIC versus a cross validation copula information criterion |
scientific article |
Statements
Model selection of copulas: AIC versus a cross validation copula information criterion (English)
0 references
15 July 2014
0 references
model selection
0 references
AIC
0 references
Copula information criterion
0 references
CIC
0 references
pseudo-observations
0 references
