The Copula Information Criteria (Q5418635)

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scientific article; zbMATH DE number 6298511
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The Copula Information Criteria
scientific article; zbMATH DE number 6298511

    Statements

    title
    The Copula Information Criteria (English)
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    DOI
    10.1111/sjos.12042
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    author
    Steffen Grønneberg
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    Nils Lid Hjort
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    publication date
    26 May 2014
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    Mathematics Subject Classification ID
    62G10
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    62G20
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    62F12
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    zbMATH DE Number
    6298511
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    zbMATH Keywords
    AIC
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    CIC
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    copulae
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    model selection
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    maximum pseudo-likelihood estimators
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    multivariate rank statistics
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    cross-validation-CIC
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    describes a project that uses
    QRM
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    R
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    OpenAlex ID
    W2118084620
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