# Copula information criterion for model selection with two-stage maximum likelihood estimation

@article{Ko2019CopulaIC, title={Copula information criterion for model selection with two-stage maximum likelihood estimation}, author={Vinnie Ko and Nils Lid Hjort}, journal={Econometrics and Statistics}, year={2019} }

## Figures and Tables from this paper

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### Model robust inference with two-stage maximum likelihood estimation for copulas

- MathematicsJ. Multivar. Anal.
- 2019

### Focused information criteria for copulas

- Computer ScienceScandinavian Journal of Statistics
- 2019

The results from the study show that the FIC successfully ranks candidate models in terms of their performance, defined as how well they estimate the focus parameter, and clearly outperforms AIC.

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