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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 4.

Bootstrap p-values of the test for the subset without censoring.

Benchmark p-value of Inline graphic AIC Two-step estimate
Gumbel 1.0000 −0.2560 1.4254
Clayton 0.0000 −0.1203 0.5098
Frank 0.0000 −0.2160 0.0494
Joe 0.1052 −0.2384 1.6105
Gaussian 0.0202 −0.2286 0.4604
Survival Clayton 0.0909 −0.2472 0.7440
Mix Clayton & Gumbel 0.9963 −0.2530 (0.1572, 1.4256, 0.0002)