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Table 9

K–S test (Dn), RMSE and AIC of trivariate copulas

Trivariate copula functionsΘDnRMSEAIC
G–H copula 3.49 0.0921 0.1646 −212.66 
Clayton copula 3.27 0.1160 0.1648 −191.85 
Trivariate copula functionsΘDnRMSEAIC
G–H copula 3.49 0.0921 0.1646 −212.66 
Clayton copula 3.27 0.1160 0.1648 −191.85 
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