Model selection of copulas: AIC versus a cross validation copula information criterion
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 1034043 (Why is no real title available?)
- A new look at the statistical model identification
- Model Selection and Model Averaging
- Pair-copula constructions of multiple dependence
- Recognizing and visualizing copulas: an approach using local Gaussian approximation
- Selecting and estimating regular vine copulae and application to financial returns
- The copula information criteria
- Weak convergence of empirical copula processes
Cited in
(9)- Efficient capital management using an internal model: a case of non-life insurance
- Focused information criteria for copulas
- A semiparametric copula method for Cox models with covariate measurement error
- Modeling dependence via copula of functionals of Fourier coefficients
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data
- The copula information criteria
- Human disease cost network analysis
- SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
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