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

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