Research Article

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

Table 4

Estimates of proportion.

CopulaProportion

Clayton–Gumbel (λ)Clayton = 0.082, Gumbel = 0.918
Clayton–Gumbel–Frank (γ)Clayton–Gumbel = 0.780, Frank = 0.22