Tail dependence for skew Laplace distribution and skew Cauchy distribution (Q2817151)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tail dependence for skew Laplace distribution and skew Cauchy distribution |
scientific article; zbMATH DE number 6620261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence for skew Laplace distribution and skew Cauchy distribution |
scientific article; zbMATH DE number 6620261 |
Statements
Tail dependence for skew Laplace distribution and skew Cauchy distribution (English)
0 references
29 August 2016
0 references
asymptotic tail dependence
0 references
copula
0 references
generalized asymmetric Laplace distribution
0 references
skew Cauchy distribution
0 references
variance-mean mixture
0 references
0 references
