A Mixture of Clayton, Gumbel, and Frank Copulas: A Complete Dependence Model

Table 5

Parameter estimates with LTD, UTD, AIC, and BIC.

Copula	Parameter	LTD	UTD	AIC	BIC
C
F
G
C-G
C-F
G-F
F-C
G-C
F-G
CG-F

C = Clayton, F = Frank, G = Gumbel, C-G = Clayton–Gumbel, C-F = Clayton–Frank, G-F = Gumbel–Frank, F-C = Frank–Clayton, G-C = Gumbel–Clayton, F-G = Frank–Gumbel, and CG-F = Clayton–Gumbel-Frank.