| 指数 | Copula函数 | 参数 | K-S统计值 | OLS | AIC |
|---|---|---|---|---|---|
| SRIns | clayton | 6.8090 | 0.1121 | 0.0058 | -605.7858 |
| frank | 14.5500 | 0.1152 | 0.0037 | -659.2994 | |
| gumbel | 3.9560 | 0.1130 | 0.0018 | -747.2048 | |
| joe | 6.0030 | 0.1153 | 0.0011 | -800.0940 | |
| SRIs | clayton | 6.8440 | 0.0926 | 0.0003 | -897.3907 |
| frank | 15.3100 | 0.0881 | 0.0002 | -921.8078 | |
| gumbel | 4.2790 | 0.0794 | 0.0003 | -907.4155 | |
| joe | 6.1930 | 0.0832 | 0.0001 | -971.2147 |
