Tail dependence for two skew slash distributions

DOI10.4310/SII.2015.V8.N1.A6zbMath1386.60187OpenAlexW2328360008MaRDI QIDQ1747432

Chengxiu Ling, Zuo Xiang Peng

Publication date: 8 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2015.v8.n1.a6

zbMATH Keywords

skew-normal distributiontail dependence coefficientvariance-mean mixture

Mathematics Subject Classification ID

Gaussian processes (60G15) Measures of association (correlation, canonical correlation, etc.) (62H20) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Related Items (3)

Tail asymptotics for the bivariate skew normal ⋮ Quantile function expansion using regularly varying functions ⋮ Tail dependence of generalized modified skew slash distribution

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