2014•Statistics & Probability LettersRequires access

Model selection of copulas: AIC versus a cross validation copula information criterion

Lars Arne Jordanger, Dag Tjøstheim

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Key concepts: Akaike information criterion, Copula (linguistics), Bayesian information criterion, Mathematics, Model selection, Information Criteria, Econometrics, Parametric statistics

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Model selection of copulas: AIC versus a cross validation copula information criterion — Research Paper | ScholarLens