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

Table 7

Selection criteria values of the traditional, fixed, and new proposed models.

Simulated dataset with 1500 observations
Model	AIC	BIC	CAIC
Truncated MRVM at level 2	−9103.53	−8991.952	−8970.952
Truncated MRVM at level 3	−9095.752	−8953.039	−8926.179
Full MRVM	−9090.656	−8932.162	−8902.332