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Table 1 Mean value of Mardia’s skewness and kurtosis for the simulated bivariate distributions

From: Copula miss-specification in REML multivariate genetic animal model estimation

 

\(\tau =0.4\)

\(\tau =0.7\)

 

Skewness

Kurtosis

Skewness

Kurtosis

N

0.02

7.98

0.02

7.99

F

0.03

8.66

0.07

11.01

Cl

0.69

8.61

2.31

11.58

J

0.78

8.73

2.35

11.67

  1. Mean values were obtained from 1000 simulations of a sample of size 1000. Marginal distributions were Gaussian. Copulas were normal (N), Frank (F), Clayton (Cl) and Joe (J)