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I have a set of u and v (copula data). Clayton is supposed to be the best option based on AIC. But the following two codes (both including Gumbel and Clayton as candidates) give totally different resu…
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Some suggestions by Harry Joe: one can do some simple copula diagnostics before one selects the vine or the copula family. For example, as we already do, one estimates Kendall's tau to shrink the fami…
ulf85 updated
7 years ago
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![image](https://cloud.githubusercontent.com/assets/11066719/19923603/810f8424-a0e8-11e6-8986-a4bce3ac342f.png)