Table 2.
Clayton |
Gumbel |
Frank |
Marginal |
|||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ρ(k) | nsim | n | nsim | n | nsim | n | ||||||||
0.1 | 1.2 | 1.2 | 0.0 | 1540 | 1544 | 80.1 | 1540 | 1544 | 80.1 | 1540 | 1544 | 80.1 | 1174 | 64.3 |
0.1 | 1.2 | 1.3 | 0.0 | 1215 | 1220 | 80.2 | 1215 | 1220 | 80.2 | 1215 | 1220 | 80.2 | 1174 | 78.6 |
0.1 | 1.2 | 1.5 | 0.0 | 1173 | 1174 | 80.1 | 1173 | 1174 | 80.1 | 1173 | 1174 | 80.1 | 1174 | 80.2 |
0.1 | 1.2 | 1.2 | 0.3 | 1511 | 1516 | 80.2 | 1498 | 1502 | 80.1 | 1494 | 1498 | 80.4 | 1174 | 66.9 |
0.1 | 1.2 | 1.3 | 0.3 | 1207 | 1210 | 80.3 | 1205 | 1206 | 80.1 | 1203 | 1206 | 80.2 | 1174 | 79.1 |
0.1 | 1.2 | 1.5 | 0.3 | 1173 | 1174 | 80.3 | 1174 | 1174 | 80.1 | 1173 | 1174 | 80.3 | 1174 | 80.2 |
0.1 | 1.2 | 1.2 | 0.5 | 1486 | 1488 | 80.2 | 1458 | 1462 | 80.2 | 1451 | 1452 | 80.2 | 1174 | 68.9 |
0.1 | 1.2 | 1.3 | 0.5 | 1199 | 1202 | 80.3 | 1195 | 1194 | 80.0 | 1190 | 1192 | 80.3 | 1174 | 79.5 |
0.1 | 1.2 | 1.5 | 0.5 | 1173 | 1174 | 80.3 | 1174 | 1174 | 80.1 | 1173 | 1174 | 80.3 | 1174 | 80.2 |
0.1 | 1.2 | 1.2 | 0.8 | 1409 | 1410 | 80.0 | 1371 | 1374 | 80.3 | 1336 | 1340 | 80.4 | 1174 | 73.0 |
0.1 | 1.2 | 1.3 | 0.8 | 1182 | 1184 | 80.4 | 1176 | 1178 | 80.2 | 1174 | 1176 | 80.2 | 1174 | 79.9 |
0.1 | 1.2 | 1.5 | 0.8 | 1173 | 1174 | 80.3 | 1174 | 1174 | 80.1 | 1173 | 1174 | 80.3 | 1174 | 80.2 |
0.1 | 1.5 | 1.5 | 0.0 | 328 | 334 | 81.1 | 328 | 334 | 81.1 | 328 | 334 | 81.1 | 253 | 65.2 |
0.1 | 1.5 | 1.6 | 0.0 | 290 | 296 | 81.1 | 290 | 296 | 81.1 | 290 | 296 | 81.1 | 253 | 72.8 |
0.1 | 1.5 | 1.8 | 0.0 | 259 | 264 | 80.8 | 259 | 264 | 80.8 | 259 | 264 | 80.8 | 253 | 79.1 |
0.1 | 1.5 | 1.5 | 0.3 | 322 | 328 | 81.0 | 319 | 324 | 80.9 | 318 | 324 | 81.0 | 253 | 67.6 |
0.1 | 1.5 | 1.6 | 0.3 | 286 | 292 | 81.0 | 283 | 288 | 81.1 | 283 | 288 | 81.0 | 253 | 74.5 |
0.1 | 1.5 | 1.8 | 0.3 | 257 | 262 | 80.9 | 257 | 262 | 81.0 | 256 | 262 | 81.1 | 253 | 79.6 |
0.1 | 1.5 | 1.5 | 0.5 | 317 | 322 | 80.9 | 311 | 316 | 80.8 | 310 | 314 | 80.9 | 253 | 69.5 |
0.1 | 1.5 | 1.6 | 0.5 | 281 | 286 | 80.8 | 276 | 282 | 81.0 | 275 | 280 | 80.8 | 253 | 75.8 |
0.1 | 1.5 | 1.8 | 0.5 | 255 | 260 | 80.8 | 253 | 258 | 80.7 | 253 | 258 | 80.8 | 253 | 80.0 |
0.1 | 1.5 | 1.5 | 0.8 | 302 | 306 | 80.7 | 293 | 298 | 81.0 | 284 | 290 | 81.0 | 253 | 73.5 |
0.1 | 1.5 | 1.6 | 0.8 | 270 | 274 | 80.7 | 264 | 268 | 80.9 | 257 | 262 | 80.7 | 253 | 78.4 |
0.1 | 1.5 | 1.8 | 0.8 | 252 | 256 | 80.7 | 251 | 254 | 80.7 | 250 | 254 | 80.8 | 253 | 80.5 |
0.5 | 1.2 | 1.2 | 0.0 | 3141 | 3144 | 80.2 | 3141 | 3144 | 80.2 | 3141 | 3144 | 80.2 | 2392 | 78.3 |
0.5 | 1.2 | 1.3 | 0.0 | 2487 | 2490 | 80.1 | 2487 | 2490 | 80.1 | 2487 | 2490 | 80.1 | 2392 | 80.1 |
0.5 | 1.2 | 1.5 | 0.0 | 2389 | 2394 | 80.2 | 2389 | 2394 | 80.2 | 2389 | 2394 | 80.2 | 2392 | 66.3 |
0.5 | 1.2 | 1.2 | 0.3 | 3113 | 3116 | 80.1 | 3049 | 3052 | 80.0 | 3060 | 3062 | 80.1 | 2392 | 74.7 |
0.5 | 1.2 | 1.3 | 0.3 | 2478 | 2480 | 80.1 | 2459 | 2458 | 79.9 | 2462 | 2462 | 80.1 | 2392 | 79.7 |
0.5 | 1.2 | 1.5 | 0.3 | 2393 | 2394 | 80.2 | 2395 | 2394 | 79.9 | 2393 | 2394 | 80.1 | 2392 | 71.8 |
0.5 | 1.2 | 1.2 | 0.5 | 3090 | 3092 | 80.1 | 2969 | 2972 | 80.0 | 2979 | 2978 | 79.9 | 2392 | 75.7 |
0.5 | 1.2 | 1.3 | 0.5 | 2472 | 2472 | 80.0 | 2432 | 2434 | 80.1 | 2436 | 2436 | 80.1 | 2392 | 79.9 |
0.5 | 1.2 | 1.5 | 0.5 | 2393 | 2394 | 80.1 | 2390 | 2392 | 80.0 | 2391 | 2392 | 80.2 | 2392 | 73.6 |
0.5 | 1.2 | 1.2 | 0.8 | 3009 | 3014 | 80.1 | 2811 | 2812 | 80.0 | 2755 | 2760 | 80.0 | 2392 | 77.5 |
0.5 | 1.2 | 1.3 | 0.8 | 2445 | 2446 | 80.0 | 2402 | 2402 | 80.0 | 2390 | 2398 | 80.2 | 2392 | 80.1 |
0.5 | 1.2 | 1.5 | 0.8 | 2391 | 2392 | 80.2 | 2392 | 2392 | 80.0 | 2391 | 2392 | 80.2 | 2392 | 69.5 |
0.5 | 1.5 | 1.5 | 0.0 | 692 | 700 | 80.7 | 692 | 700 | 80.7 | 692 | 700 | 80.7 | 532 | 64.6 |
0.5 | 1.5 | 1.6 | 0.0 | 614 | 622 | 80.5 | 614 | 622 | 80.5 | 614 | 622 | 80.5 | 532 | 72.0 |
0.5 | 1.5 | 1.8 | 0.0 | 550 | 558 | 80.7 | 550 | 558 | 80.7 | 550 | 558 | 80.7 | 532 | 78.4 |
0.5 | 1.5 | 1.5 | 0.3 | 687 | 694 | 80.7 | 672 | 680 | 80.7 | 675 | 682 | 80.7 | 532 | 66.7 |
0.5 | 1.5 | 1.6 | 0.3 | 612 | 618 | 80.6 | 602 | 606 | 80.6 | 601 | 608 | 80.5 | 532 | 73.4 |
0.5 | 1.5 | 1.8 | 0.3 | 549 | 556 | 80.5 | 543 | 550 | 80.7 | 544 | 550 | 80.7 | 532 | 78.9 |
0.5 | 1.5 | 1.5 | 0.5 | 681 | 688 | 80.5 | 653 | 662 | 80.6 | 660 | 664 | 80.8 | 532 | 68.3 |
0.5 | 1.5 | 1.6 | 0.5 | 608 | 614 | 80.6 | 585 | 592 | 80.5 | 587 | 594 | 80.6 | 532 | 74.5 |
0.5 | 1.5 | 1.8 | 0.5 | 547 | 554 | 80.5 | 537 | 544 | 80.5 | 539 | 544 | 80.4 | 532 | 79.2 |
0.5 | 1.5 | 1.5 | 0.8 | 665 | 672 | 80.5 | 619 | 626 | 80.4 | 613 | 616 | 80.4 | 532 | 71.7 |
0.5 | 1.5 | 1.6 | 0.8 | 594 | 600 | 80.4 | 560 | 566 | 80.5 | 556 | 558 | 80.3 | 532 | 76.9 |
0.5 | 1.5 | 1.8 | 0.8 | 541 | 548 | 80.5 | 531 | 536 | 80.7 | 529 | 534 | 80.2 | 532 | 79.9 |