Tail dependence of skewed grouped \(t\)-distributions
type: Item
instance of: scholarly article
title: Tail dependence of skewed grouped \(t\)-distributions
zbMATH Open document ID: 1297.60005
author: Konrad Banachewicz
author: Aad van der Vaart
published in: Statistics \& Probability Letters
publication date: 2008-10-30T00:00:00Z
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 5358968
MaRDI profile type: Publication
full work available at URL: j.spl.2008.02.018
OpenAlex ID: W2098370752
cites work: Extreme behaviour for bivariate elliptical distributions
cites work: The t Copula and Related Copulas
cites work: On the extremal dependence coefficient of multivariate distributions
cites work: A directory of coefficients of tail dependence
cites work: Q4382161
DOI: 10.1016/J.SPL.2008.02.018
description: scientific article; zbMATH DE number 5358968