From: Multivariate distributions of correlated binary variables generated by pair-copulas
MP | D-vine pair-copula | Independent D-Vine | |||||||
---|---|---|---|---|---|---|---|---|---|
Parameter | MLE | SE | p-value | MLE | SE | p-value | MLE | SE | p-value |
p1 | 0.3911 | 0.0871 | < 0.0001 | 0.3906 | 0.0725 | < 0.0001 | 0.3913 | 0.0719 | < 0.0001 |
p2 | 0.4081 | 0.0994 | < 0.0001 | 0.3905 | 0.0725 | < 0.0001 | 0.3913 | 0.0719 | < 0.0001 |
p3 | 0.6635 | 0.1042 | < 0.0001 | 0.6495 | 0.0700 | < 0.0001 | 0.6522 | 0.0702 | < 0.0001 |
ρ | 0.0683 | 0.0216 | 0.0008 | 0.0395 | 0.0848 | 0.3207 | NA | NA | NA |
AIC | 190.59 | 190.37 | 188.59 |