| Copulas . | Level 1 & frequency . | Level 2 & frequency . | Level 3 & frequency . | |||
|---|---|---|---|---|---|---|
| AIC . | BIC . | AIC . | BIC . | AIC . | BIC . | |
| Gaussian | 4,066.470 | 4,159.406 | 4,012.602 | 4,100.071 | 2,714.553 | 2,774.688 |
| Clayton | 4,127.374 | 4,220.31 | 4,011.322 | 4,098.791 | 2,720.456 | 2,780.591 |
| Frank | 4,068.179 | 4,161.115 | 4,009.911 | 4,097.38 | 2,716.977 | 2,777.112 |
| Gumbel | 4,127.374 | 4,220.310 | 4,014.31 | 4,101.778 | 2,714.739 | 2,774.874 |
| AMH | 4,068.062 | 4,160.997 | 4,010.573 | 4,098.041 | 2,718.83 | 2,778.965 |
| FGM | 4,067.298 | 4,160.234 | 4,010.129 | 4,097.598 | 2,727.42 | 2,836.756 |
| Copulas . | Level 1 & frequency . | Level 2 & frequency . | Level 3 & frequency . | |||
|---|---|---|---|---|---|---|
| AIC . | BIC . | AIC . | BIC . | AIC . | BIC . | |
| Gaussian | 4,066.470 | 4,159.406 | 4,012.602 | 4,100.071 | 2,714.553 | 2,774.688 |
| Clayton | 4,127.374 | 4,220.31 | 4,011.322 | 4,098.791 | 2,720.456 | 2,780.591 |
| Frank | 4,068.179 | 4,161.115 | 4,009.911 | 4,097.38 | 2,716.977 | 2,777.112 |
| Gumbel | 4,127.374 | 4,220.310 | 4,014.31 | 4,101.778 | 2,714.739 | 2,774.874 |
| AMH | 4,068.062 | 4,160.997 | 4,010.573 | 4,098.041 | 2,718.83 | 2,778.965 |
| FGM | 4,067.298 | 4,160.234 | 4,010.129 | 4,097.598 | 2,727.42 | 2,836.756 |
| Copulas . | Level 1 & frequency . | Level 2 & frequency . | Level 3 & frequency . | |||
|---|---|---|---|---|---|---|
| AIC . | BIC . | AIC . | BIC . | AIC . | BIC . | |
| Gaussian | 4,066.470 | 4,159.406 | 4,012.602 | 4,100.071 | 2,714.553 | 2,774.688 |
| Clayton | 4,127.374 | 4,220.31 | 4,011.322 | 4,098.791 | 2,720.456 | 2,780.591 |
| Frank | 4,068.179 | 4,161.115 | 4,009.911 | 4,097.38 | 2,716.977 | 2,777.112 |
| Gumbel | 4,127.374 | 4,220.310 | 4,014.31 | 4,101.778 | 2,714.739 | 2,774.874 |
| AMH | 4,068.062 | 4,160.997 | 4,010.573 | 4,098.041 | 2,718.83 | 2,778.965 |
| FGM | 4,067.298 | 4,160.234 | 4,010.129 | 4,097.598 | 2,727.42 | 2,836.756 |
| Copulas . | Level 1 & frequency . | Level 2 & frequency . | Level 3 & frequency . | |||
|---|---|---|---|---|---|---|
| AIC . | BIC . | AIC . | BIC . | AIC . | BIC . | |
| Gaussian | 4,066.470 | 4,159.406 | 4,012.602 | 4,100.071 | 2,714.553 | 2,774.688 |
| Clayton | 4,127.374 | 4,220.31 | 4,011.322 | 4,098.791 | 2,720.456 | 2,780.591 |
| Frank | 4,068.179 | 4,161.115 | 4,009.911 | 4,097.38 | 2,716.977 | 2,777.112 |
| Gumbel | 4,127.374 | 4,220.310 | 4,014.31 | 4,101.778 | 2,714.739 | 2,774.874 |
| AMH | 4,068.062 | 4,160.997 | 4,010.573 | 4,098.041 | 2,718.83 | 2,778.965 |
| FGM | 4,067.298 | 4,160.234 | 4,010.129 | 4,097.598 | 2,727.42 | 2,836.756 |
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