Do you see any difference between the parametric estimates of the copula density? If so, which seem closest to the KDE? Include the plot with your work.  Find AIC for the t, (Gaussian), Frank,...


Do you see any difference between the parametric estimates of the copula density? If so, which seem closest to the KDE? Include the plot with your work.


 Find AIC for the t, (Gaussian), Frank, Clayton, Gumbel and Joe copulas. Which copula model fits best by AIC? (Hint: The fitCopula() function returns the log-likelihood.)



May 26, 2022
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