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

By Lars Arne Jordanger, Dag Tjøstheim. 2014

62 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/991c509ca5f3e3b2ef67fefcd59109429610d3ba