| Gaussian | t | Gumbel | Clayton | Frank |
参数 | 0.4653 | ρ = 0.4879, v = 5.3955 | 1.4121 | 0.8193 | 3.2882 |
d ² | 0.0487 | 0.0419 | 0.1319 | 0.0459 | 0.0792 |
AIC | −6.8898e+03 | −6.9957e+03 | −6.1744e+03 | −6.9323e+03 | −6.5406e+03 |
OLS | 0.0082 | 0.0076 | 0.0136 | 0.0080 | 0.0105 |