کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7549745 | 1489887 | 2014 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Model selection of copulas: AIC versus a cross validation copula information criterion
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Model selection of copulas: AIC versus a cross validation copula information criterion Model selection of copulas: AIC versus a cross validation copula information criterion](/preview/png/7549745.png)
چکیده انگلیسی
Akaike Information Criterion (AIC) is frequently employed in the semiparametric setting of selection of copula models, even though as a model selection tool it was developed in a parametric setting. Recently a Copula Information Criterion (CIC) has been especially designed for copula model selection. In this paper we examine the two approaches and present a simulation study where the performance of a cross-validated version of CIC is compared with the AIC criterion. Only minor differences are observed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 92, September 2014, Pages 249-255
Journal: Statistics & Probability Letters - Volume 92, September 2014, Pages 249-255
نویسندگان
Lars Arne Jordanger, Dag Tjøstheim,