Copula Family

Estimates

AIC

BIC

Kendall’s tau

p-value

BB1

par1 = 0.09

−1404.2

−1404.2

0.59 ( ${\tau }_u=0.66$ , ${\tau }_l=0.04$ )

0.01

par2 = 0.78

−1393.82

−1393.82