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. 2016 Jan 8;50(4):917–929. doi: 10.1080/02331888.2015.1111892

Table 3. Losses in D-efficiency (in bold) in per cent with respect to the FGM copula (α=0).

  Frank Clayton Gumbel
τ α¯ D-eff α¯ D-eff α¯ D-eff
0.11 1.00 0.01 0.24 2.42 1.12 0.87
0.45 5.00 0.36 1.68 1.13 1.84 0.5
0.66 10.00 3.18 3.98 1.34 3.00 2.84
0.76 15.00 5.63 6.42 5.54 4.21 5.13
0.82 20.00 6.24 8.89 13.94 5.45 6.12