Corrigendum to: ``Tail dependence of skewed grouped \(t\)-distributions

DOI10.1016/J.SPL.2009.04.019zbMath1229.60014OpenAlexW2060728812MaRDI QIDQ2270873

Konrad Banachewicz, Aad W. van der Vaart

Publication date: 29 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.04.019

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05)

Related Items (1)

MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION

Cites Work

• Tail dependence of skewed grouped \(t\)-distributions
• Thetcopula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management

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