The Copula Information Criteria (Q5418635)
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scientific article; zbMATH DE number 6298511
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Copula Information Criteria |
scientific article; zbMATH DE number 6298511 |
Statements
The Copula Information Criteria (English)
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26 May 2014
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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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