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 |
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