Tail dependence for two skew slash distributions (Q1747432)
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scientific article; zbMATH DE number 6866805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence for two skew slash distributions |
scientific article; zbMATH DE number 6866805 |
Statements
Tail dependence for two skew slash distributions (English)
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8 May 2018
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tail dependence coefficient
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skew-normal distribution
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variance-mean mixture
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0.9421533
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0.9244982
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0.90804005
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0.89879656
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0.87626565
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0.85828996
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0.85311556
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0.85282534
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0.85197496
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0.84447736
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