Tail dependence for two skew \(t\) distributions (Q968464): Difference between revisions

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+The Skew-normal Distribution and Related Multivariate Families*
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+Q3703094
@@ Property / cites work: Q3703094 / rank @@
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@@ Property / cites work @@
+The multivariate skew-normal distribution
@@ Property / cites work: The multivariate skew-normal distribution / rank @@
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@@ Property / cites work @@
+Tail dependence of skewed grouped \(t\)-distributions
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@@ Property / cites work @@
+A general class of multivariate skew-elliptical distributions
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+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
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@@ Property / cites work @@
+Q5827353
@@ Property / cites work: Q5827353 / rank @@
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@@ Property / cites work @@
+Some skew-symmetric models
@@ Property / cites work: Some skew-symmetric models / rank @@
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+Multivariate extremes, aggregation and dependence in elliptical distributions
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+Statistical properties of the generalized inverse Gaussian distribution
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+A note on moment generating functions
@@ Property / cites work: A note on moment generating functions / rank @@
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+An introduction to copulas. Properties and applications
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+Tail dependence for elliptically contoured distributions
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