Fig. 4.

Results concerning the application of the procedure described in Sects. 5 and 6.2 to the data corresponding to Fig. 3 with the random variates u computed by means of the estimated generalized Lambda PDFs (see text). Here, a copula is associated to each edge and Kendall’s τ for Tree 1, a partial Kendall’s τ for Trees 2 and 3 (column “tau”) and upper (column “utd”), respectively lower (column “ltd”) tail-dependence coefficients. These are theoretical quantities corresponding to the selected copulas of which the estimated parameters are given in the columns “par1” and “par2”. A description of these copulas can be found in Czado (2019). BB8_90 refers to copula BB8 rotated 90°.
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