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Table 2

Types of Clayton, Frank and GH copula (Nelsen 2006)

Archimedean copulaCθθ′ rangeRelation between θ and τ
Frank    
Clayton    
AMH    
G–H    
Archimedean copulaCθθ′ rangeRelation between θ and τ
Frank    
Clayton    
AMH    
G–H    
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