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