Research Article
Hybrid Clayton-Frank Convolution-Based Bivariate Archimedean Copula
Table 16
Bivariate copula families with which the Hybrid Clayton-Frank copula is compared.
| Copula name | Number | Parameter 1 | Parameter 2 |
| Gaussian | | | - | Student | | | | Clayton (survival) | | | - | Rotated Clayton (90 and 270 degrees) | | | - | Gumbel (survival) | | | - | Rotated Gumbel (90 and 270 degrees) | | | - | Frank | | | - | Joe (survival) | | | - | Rotated Joe (90 and 270 degrees) | | | - | Clayton-Gumbel (Survival) | | | | Rotated Clayton-Gumbel (90 and 270 degrees) | | | | Joe-Clayton (Survival) | | | | Rotated Joe-Clayton (90 and 270 degrees) | | | | Joe-Frank (Survival) | | | | Rotated Joe-Frank (90 and 270 degrees) | | | | Tawn Type 1 (Survival) | | | | Rotated Tawn Type 1 (90 and 270 degrees) | | | | Tawn Type 2 (Survival) | | | | Rotated Tawn Type 2 (90 and 270 degrees) | | | |
|
|