Gaussian

t

Gumbel

Clayton

Frank

参数

0.4653

ρ = 0.4879, v = 5.3955

1.4121

0.8193

3.2882

Kendall

0.3081

0.3245

0.2918

0.2906

0.3319

Spearman

0.1495

0.4614

0.421

0.4213

0.4824

λ^up

0

0.1884

0.3662

0

0

λ^low

0

0.1884

0

0.4291

0