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. Author manuscript; available in PMC: 2014 Apr 28.
Published in final edited form as: J Econom. 2010 Jul 1;157(2):129–142. doi: 10.1016/j.jeconom.2009.10.021

Table 1.

Monte Carlo p-values of the test for the original dataset subject to censoring.

Benchmark p-value of Inline graphic p-value of Inline graphic 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)