Table 1.
Benchmark | p-value of | p-value of | AIC | 2-step estimator |
---|---|---|---|---|
Gumbel | 1.0000 | 0.9980 | −0.1447 | 1.4428 |
Clayton | 0.0015 | 0.0004 | −0.0000 | 0.5152 |
Frank | 0.0688 | 0.0394 | −0.1009 | 0.0473 |
Joe | 0.3968 | 0.2533 | −0.1263 | 1.6466 |
Gaussian | 0.1692 | 0.0724 | −0.1125 | 0.4668 |
Survival Clayton | 0.6295 | 0.4298 | −0.1380 | 0.7825 |
Mix Clayton & Gumbel | 0.9469 | 0.9794 | −0.1420 | (0.1505, 1.4433, 0.0003) |