Research Article

Estimation of High Structural Reliability Involving Nonlinear Dependencies Based on Linear Correlations

Table 2

Copula parameters and AIC and BIC values for the Gaussian, Clayton, CClayton, and Frank copulas.

VariablesGaussian Clayton CClayton Frank

0.405, −0.5090, 0.13011.8155, −5.1227, −4.48370.4982, 1.3634, 2.00243.3413, −0.8961, −0.2570
0.7028, −7.5255, −6.88641.5296, −5.4303, −4.79132.1182, −7.4223, −6.78328.1475, −9.9606, −9.3216
0.1422, 1.7147, 2.35380.5598, 0.4459, 1.08491.4509e − 6, 2.0000, 2.63910.8791, 1.7580, 2.3970