I would like to determine a suitable copula function on my data.
The multivariate computed from the original data is similar to the Plackett.
The GOF test on my data with size 8000, reject all copula functions (e.g., Gumbel, Frank, Clayton, Normal, Plackett, tCopula and etc.).
gofCopula(plackettCopula(),pobs(data, ties.method = "random"), estim.method="itau",simulation = "mult")
I was wondering if this rejection is because of the large size of my data? If not, why non of the copula functions are not suitable for my data?