Tail dependence for skew Laplace distribution and skew Cauchy distribution

DOI10.1080/03610926.2014.941494zbMath1346.60045OpenAlexW2461830164MaRDI QIDQ2817151

Wende Yi, Jiannan Ning

Publication date: 29 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.941494

zbMATH Keywords

copulaasymptotic tail dependencegeneralized asymmetric Laplace distributionvariance-mean mixtureskew Cauchy distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

Related Items (2)

Tail dependence functions of two classes of bivariate skew distributions ⋮ Tail dependence of generalized modified skew slash distribution

Cites Work

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• Tail dependence and skew distributions
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A directory of coefficients of tail dependence

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