Table 1.
τXY | |||||||||
---|---|---|---|---|---|---|---|---|---|
Clayton | 0·2 | 1·6 | 4·5 | 4·4 | 95·2 | 1·5 | 14·4 | 14·2 | 96·1 |
0·5 | 2·8 | 3·6 | 3·6 | 94·4 | 1·7 | 9·9 | 9·7 | 96·3 | |
0·8 | 1·8 | 1·6 | 1·7 | 95·5 | 1·2 | 4·2 | 4·0 | 96·6 | |
Gumbel | 0·2 | 0·6 | 4·4 | 4·1 | 94·3 | 2·4 | 14·3 | 13·9 | 94·5 |
0·5 | 0·9 | 3·6 | 3·4 | 94·6 | −0·3 | 10·2 | 9·8 | 94·9 | |
0·8 | 1·1 | 1·5 | 1·3 | 94·8 | −0·8 | 4·5 | 4·1 | 95·2 | |
Frank | 0·2 | 0·7 | 4·4 | 4·2 | 95·3 | −1·8 | 15·6 | 15·3 | 95·7 |
−0·1 | −0·3 | 4·6 | 4·3 | 95·6 | 1·4 | 17·9 | 17·5 | 96·0 | |
−0·2 | −1·0 | 4·6 | 4·4 | 95·4 | 2·0 | 15·7 | 15·3 | 96·3 |
, nonparametric estimator; , copula model-based semiparametric estimator; Bias, empirical bias (× 102); SEe, empirical standard error (× 102); SEb, average bootstrap standard error (× 102); CP, coverage probability.