Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution |
scientific article |
Statements
Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (English)
0 references
4 June 2014
0 references
bivariate skew-\(t\) distribution
0 references
asymptotic tail dependence coefficient
0 references
quantile function
0 references
convergence rate
0 references
