Copula | AIC | BIC | θ |
Gumbel | −634.7526 | −629.2547 | 5.4705 |
Clayton | −767.4137 | −762.6352 | 8.9409 |
A12 | −579.6481 | −574.8916 | 3.6470 |
Frank | −548.8514 | −543.3805 | 8.4531 |