scientific article; zbMATH DE number 7660129

DOI10.11329/jjssj.51.157MaRDI QIDQ5879924

Toshinao Yoshiba

Publication date: 7 March 2023

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• CopulaModel

Cites Work

• Unnamed Item
• Tail dependence of the Gaussian copula revisited
• Tail order and intermediate tail dependence of multivariate copulas
• The bivariate normal copula function is regularly varying
• Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions
• Tail asymptotics for the bivariate skew normal
• Tail dependence of skewed grouped \(t\)-distributions
• Tail dependence for two skew \(t\) distributions
• Multivariate extremes of generalized skew-normal distributions
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Copula-based measures of asymmetry between the lower and upper tail probabilities
• Tail densities of skew-elliptical distributions
• Dependence Modeling with Copulas
• The t Copula and Related Copulas
• Statistics for near independence in multivariate extreme values
• The multivariate skew-normal distribution
• Multivariate Extreme Value Theory and D-Norms
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Maximum likelihood estimation of skew-t copulas with its applications to stock returns
• Dependence measures for extreme value analyses
• A directory of coefficients of tail dependence

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