1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60
|
Reference copula GumbelCopula(theta = 3)
Log-likelihood m= 25
Max. error=0.03008
Is estimation a copula ? --> True
Maginal checking
Is marginal 0 a copula ? --> True
Is marginal 1 a copula ? --> True
AMISE m= 5
Max. error=0.07077
Is estimation a copula ? --> True
Maginal checking
Is marginal 0 a copula ? --> True
Is marginal 1 a copula ? --> True
Penalized Csiszar divergence m= 92
Max. error=0.02672
Is estimation a copula ? --> True
Maginal checking
Is marginal 0 a copula ? --> True
Is marginal 1 a copula ? --> True
Reference copula ClaytonCopula(theta = 3)
Log-likelihood m= 21
Max. error=0.02816
Is estimation a copula ? --> True
Maginal checking
Is marginal 0 a copula ? --> True
Is marginal 1 a copula ? --> True
AMISE m= 5
Max. error=0.07100
Is estimation a copula ? --> True
Maginal checking
Is marginal 0 a copula ? --> True
Is marginal 1 a copula ? --> True
Penalized Csiszar divergence m= 4
Max. error=0.08412
Is estimation a copula ? --> True
Maginal checking
Is marginal 0 a copula ? --> True
Is marginal 1 a copula ? --> True
Reference copula FrankCopula(theta = 3)
Log-likelihood m= 13
Max. error=0.01983
Is estimation a copula ? --> True
Maginal checking
Is marginal 0 a copula ? --> True
Is marginal 1 a copula ? --> True
AMISE m= 5
Max. error=0.03020
Is estimation a copula ? --> True
Maginal checking
Is marginal 0 a copula ? --> True
Is marginal 1 a copula ? --> True
Penalized Csiszar divergence m= 42
Max. error=0.02709
Is estimation a copula ? --> True
Maginal checking
Is marginal 0 a copula ? --> True
Is marginal 1 a copula ? --> True
|