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Figure 2 | Journal of Inequalities and Applications

Figure 2

From: Wavelet estimation of copula function based on censored data

Figure 2

Scatter and rank-rank plots for a sample of size 2000 from the Clayton copula based on censored data with \(\tau = 1/2\), once the margins have been transformed to \(F_{1}\) and \(F_{2}\). (a, top left): \(F_{1} = B (0.5,0.7)\) and \(F_{2} = \varepsilon (3)\); (b, top right): \(F_{1} = N (0,1)\) and \(F_{2} = \varepsilon (3)\); (c, bottom left): \(F_{1} = F_{2} = U (0,1)\); (d, bottom right): the rank-rank plot for Clayton copula

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