Truncating Regular Vine Copula Based on Mutual Information: An Efficient Parsimonious Model for High-Dimensional Data

Table 1

Names and properties of some bivariate copula families.

Name	Upper tail dependence	Lower tail dependence	Range of the parameter (s)	Kendall’s tau
Gaussian	0	0
Frank	0	0	\	,
Joe	2-	0
Clayton	0
Gumbel	2-	0

is the Debye function. .