Pages that link to "Item:Q2418530"
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The following pages link to Tail densities of skew-elliptical distributions (Q2418530):
Displaying 12 items.
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. (Q1427515) (← links)
- Tail dependence for two skew slash distributions (Q1747432) (← links)
- An overview on the progeny of the skew-normal family -- a personal perspective (Q2062793) (← links)
- Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044) (← links)
- Singular extended skew-elliptical distributions (Q2510039) (← links)
- The asymptotic distributions of the statistics of the skew elliptical variables (Q2574660) (← links)
- Modality for scenario analysis and maximum likelihood allocation (Q2657014) (← links)
- (Q5879924) (← links)
- Multivariate stress scenario selection in interbank networks (Q6094494) (← links)
- Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)
- Maximum likelihood estimation of elliptical tail (Q6656678) (← links)