Research Article

A Mixture of Regular Vines for Multiple Dependencies

Table 3

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

ModelAICBICCAIC

Simulation data (size 300)
MRDMMF−2237.701−2165.128−2164.1280.598
SFMRDM (Frank)−1413.754−1410.05−1409.050.532
Simulation data (size 1500)
MRDMMF−11161.95−11156.64−11155.640.599
SFMRDM (Frank)−6898.332−6786.755−6765.7550.57