Tail densities of skew-elliptical distributions (Q2418530): Difference between revisions

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+Joe, Harry
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+.06038
@@ Property / arXiv ID: 1901.06038 / rank @@
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@@ Property / cites work @@
+A unified view on skewed distributions arising from selections
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@@ Property / cites work @@
+The Skew-normal Distribution and Related Multivariate Families*
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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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@@ Property / cites work @@
+The multivariate skew-normal distribution
@@ Property / cites work: The multivariate skew-normal distribution / rank @@
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@@ Property / cites work @@
+High risk scenarios and extremes. A geometric approach
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@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
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@@ Property / cites work @@
+A general class of multivariate skew-elliptical distributions
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@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
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@@ Property / cites work @@
+Tail dependence for two skew \(t\) distributions
@@ Property / cites work: Tail dependence for two skew \(t\) distributions / rank @@
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@@ Property / cites work @@
+Q4681954
@@ Property / cites work: Q4681954 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized skew-elliptical distributions and their quadratic forms
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@@ Property / cites work @@
+Tail order and intermediate tail dependence of multivariate copulas
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@@ Property / cites work @@
+Relations Between Hidden Regular Variation and the Tail Order of Copulas
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@@ Property / cites work @@
+Multivariate extremes, aggregation and dependence in elliptical distributions
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@@ Property / cites work @@
+Dependence Modeling with Copulas
@@ Property / cites work: Dependence Modeling with Copulas / rank @@
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@@ Property / cites work @@
+Tail risk of multivariate regular variation
@@ Property / cites work: Tail risk of multivariate regular variation / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence functions and vine copulas
@@ Property / cites work: Tail dependence functions and vine copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate inverse Gaussian and skew-normal densities
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@@ Property / cites work @@
+Higher order tail densities of copulas and hidden regular variation
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@@ Property / cites work @@
+Extremal dependence of copulas: a tail density approach
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@@ Property / cites work @@
+Corrigendum to: ``Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions''
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@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
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@@ Property / cites work @@
+Tail dependence for elliptically contoured distributions
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@@ Property / cites work @@
+Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns
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@@ Property / cites work @@
+Asymptotic Analysis of Multivariate Tail Conditional Expectations
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+Q128437552
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