Tail dependence of skew <i>t</i>-copulas (Q2974910)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence of skew <i>t</i>-copulas |
scientific article |
Statements
Tail dependence of skew <i>t</i>-copulas (English)
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11 April 2017
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simulation
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skew normal copula
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skew normal distribution
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skew \(t\)-copula
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skew \(t\)-distribution
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tail dependence
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