Research Article

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

Table 9

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

Vowel dataset
ModelCriteria

1AIC−2251.271−2627.365−2893.095−3175.234−3347.374−3571.632−3680.863−3731.910−3754.592
BIC−2119.033−2367.787−2550.256−2729.543−2808.627−2974.112−3053.956−3080.515−3093.401
CAIC−2092.033−2314.787−2480.256−2638.543−2698.627−2852.112−2925.956−2947.515−2958.401

2AIC−2248.314−2636.790−2913.117−3212.841−3429.796−3683.609−3787.775−3850.875−3883.757
BIC−2101.383−2333.132−2521.301−2713.275−2827.378−3022.419−3087.403−3106.424−3124.613
CAIC−2071.383−2271.132−2441.301−2611.275−2704.378−2887.419−2944.403−2954.424−2969.613

3AIC−2195.317−2567.953−2783.818−3035.184−3259.367−3471.338−3529.098−3564.625−3572.847
BIC−2063.079−2283.886−2343.025−2471.948−2607.973−2746.4782760.159−2736.913−2730.442
CAIC−2036.079−2225.886−2253.025−2356.948−2474.973−2598.4782603.159−2567.913−2558.442