Table 4 Cramer-von Mises statistics and p-values in parentheses for the base, UW and Beta distorted copula models
From: New families of bivariate copulas via unit weibull distortion
Model | Frank | Gaussian | SClayton | Gumbel | SBB1 |
|---|---|---|---|---|---|
Base | 0.384(0.039) | 0.381(0.043) | 0.398(0.033) | 0.308(0.077) | 0.316(0.076) |
UW-Distorted | 0.297(0.075) | 0.309(0.086) | 0.354(0.072) | 0.296(0.127) | |
B-Distorted | 0.297(0.094) | 0.339(0.061) | 0.302(0.110) | 0.305(0.075) |