Tail asymptotics for the bivariate skew normal (Q901284)
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scientific article; zbMATH DE number 6524126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotics for the bivariate skew normal |
scientific article; zbMATH DE number 6524126 |
Statements
Tail asymptotics for the bivariate skew normal (English)
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23 December 2015
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asymptotic tail dependence coefficient
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bivariate skew normal distribution
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convergence rate
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intermediate tail dependence
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quantile function
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residual tail dependence
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0.9182957
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0.9068527
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0.8962413
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0.8925838
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0.88936764
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0.8879436
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0.88635373
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0.88579863
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