Table 3.
True Correlation |
Asymmetric Laplace data, with skewness parameters m = [m1;m2] | ||||||
---|---|---|---|---|---|---|---|
[0, 0] | [0, −1] | [0, 1] | [1, −1] | [1, 1] | [−1, −2] | [1, 2] | |
ψ1,2 = 0.5 | 0.49 | 0.45 | 0.55 | 0.48 | 0.47 | 0.46 | 0.50 |
ψ1,2 = 0.8 | 0.79 | 0.79 | 0.81 | 0.80 | 0.78 | 0.78 | 0.80 |
ψ1,2 = 0.9 | 0.90 | 0.90 | 0.91 | 0.90 | 0.89 | 0.90 | 0.89 |