Copula函数

参数估计

$d^2$

$C^{Ga}\left(u,v\right)$

$\rho =0.7958$

0.0220

$C^t\left(u,v\right)$

$\rho =0.8373,k=8$

0.0221

$C^{Gu}\left(u,v\right)$

0.0147

$C^{Cl}\left(u,v\right)$

$\alpha =1.9037$

0.0925

$C^F\left(u,v\right)$

$\alpha =8.2744$

0.0293