藤模型

C-Vine

D-Vine

参数1

参数2

参数1

参数2

$c_{12}$

t-Copula

0.96949

3.25824

$c_{12}$

t-Copula

0.96949

3.25824

$c_{13}$

Frank Copula

7.79178

0

$c_{13}$

Frank Copula

10.00244

0

$c_{14}$

t-Copula

0.81454

7.56193

$c_{34}$

t-Copula

0.97341

17.82753

$c_{23|1}$

t-Copula

0.53885

4.96047

$c_{13|2}$

t-Copula

-0.27862

6.27616

$c_{24|1}$

t-Copula

0.43444

5.96775

$c_{24|3}$

t-Copula

0.32100

8.91364

$c_{34|12}$

t-Copula

0.86630

4.9130

$c_{14|23}$

t-Copula

0.46665

15.49642

AIC值

−8265.571

AIC值

−9014.635

BIC值

−8209.416

BIC值

−8958.48