Extremal properties of the skew-\(t\) distribution (Q273767): Difference between revisions

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+Zuo Xiang Peng
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+Saralees Nadarajah
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+MaRDI publication profile
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+https://doi.org/10.1016/j.spl.2016.01.017
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+W2255137651
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@@ Property / cites work @@
+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
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+Robust Likelihood Methods Based on the Skew-t and Related Distributions
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+Models for Extremal Dependence Derived from Skew-symmetric Families
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+Skew mixture models for loss distributions: a Bayesian approach
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+Extreme Value Distributions for the Skew-Symmetric Family of Distributions
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+Dependence measures for extreme value analyses
@@ Property / cites work: Dependence measures for extreme value analyses / rank @@
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+Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution
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+Asymptotic expansions for moments of skew-normal extremes
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+Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution
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+Rates of convergence of extremes from skew-normal samples
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+Multivariate extremes of generalized skew-normal distributions
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+Skew distributions generated from different families
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+Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions
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+Q3771297
@@ Property / cites work: Q3771297 / rank @@
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+Bivariate extreme statistics. I
@@ Property / cites work: Bivariate extreme statistics. I / rank @@
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+On simulating Balakrishnan skew-normal variates
@@ Property / cites work: On simulating Balakrishnan skew-normal variates / rank @@
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+Multivariate skew-normal distributions with applications in insurance
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