Tail dependence for two skew slash distributions
type: Item
instance of: scholarly article
title: Tail dependence for two skew slash distributions
zbMATH Open document ID: 1386.60187
author: Chengxiu Ling
author: Zuoxiang Peng
published in: Statistics and Its Interface
publication date: 2018-05-08T00:00:00Z
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 6866805
zbMATH Keywords: tail dependence coefficient
zbMATH Keywords: skew-normal distribution
zbMATH Keywords: variance-mean mixture
MaRDI profile type: Publication
full work available at URL: sii.2015.v8.n1.a6
OpenAlex ID: W2328360008
DOI: 10.4310/SII.2015.V8.N1.A6
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description: scientific article; zbMATH DE number 6866805