Tail dependence of generalized modified skew slash distribution

DOI10.1007/s42519-021-00242-8zbMath1484.62024OpenAlexW4205871419MaRDI QIDQ2074647

Huihui Li, Weizhong Tian, Arjun K. Gupta

Publication date: 10 February 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-021-00242-8

zbMATH Keywords

tail dependenceskew normal distributiongeneralized modified skew slash distributionskew slash distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17)

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