Research Article
A Mixture of Regular Vines for Multiple Dependencies
Table 3
Selection criteria values of the second scenario of the simulation study.
| Model | AIC | BIC | CAIC | |
| Simulation data (size 300) | MRDMMF | −2237.701 | −2165.128 | −2164.128 | 0.598 | SFMRDM (Frank) | −1413.754 | −1410.05 | −1409.05 | 0.532 | Simulation data (size 1500) | MRDMMF | −11161.95 | −11156.64 | −11155.64 | 0.599 | SFMRDM (Frank) | −6898.332 | −6786.755 | −6765.755 | 0.57 |
|
|