Research Article

Sequential Truncation of R-Vine Copula Mixture Model for High-Dimensional Datasets

Table 10

Selection criteria values of the second scenario of the simulation study.

Ionosphere dataset
ModelCriteria

1AIC−13280.45−14894.52−15720.22−16126.05−16293.46−16503.84−16568.63−16665.1016668.79−16661.21−15265.95
BIC−12535.317−13485.33513654.703−13535.459−13181.666−12909.453−12480.060−12051.462−11615.025−11205.917−5142.970
CAIC−12342.317−13120.33513119.703−12864.459−12375.666−11978.453−11421.060−10856.462−10306.025−9792.917−2520.970

2AIC−13341.64−14911.16−16025.68−16415.01−16742.75−16985.35−17086.39−17306.9117370.22−17336.46−16459.97
BIC−12627.390−13494.25614056.684−13893.917−13700.452−13437.283−13048.005−12832.254−12517.212−12047.179−7047.376
CAIC−12442.390−13127.25613546.684−13240.917−12912.452−12518.283−12002.005−11673.254−11260.212−10677.179−4609.376