Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619): Difference between revisions

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+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
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+Statistical Applications of the Multivariate Skew Normal Distribution
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+The multivariate skew-normal distribution
@@ Property / cites work: The multivariate skew-normal distribution / rank @@
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+Robust Likelihood Methods Based on the Skew-t and Related Distributions
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+A general class of multivariate skew-elliptical distributions
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+Bivariate distributions with given extreme value attractor
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+Extreme Value Distributions for the Skew-Symmetric Family of Distributions
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+THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL
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+Tail dependence for two skew \(t\) distributions
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+Tail dependence and skew distributions
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+The bivariate normal copula function is regularly varying
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+Q4681954
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+A directory of coefficients of tail dependence
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+Q4382161
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+Q4363950
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+Multivariate extremes of generalized skew-normal distributions
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+Tails of correlation mixtures of elliptical copulas
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+An introduction to copulas. Properties and applications
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+Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions
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+A New Class of Models for Bivariate Joint Tails
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+Q3771297
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+An Asymptotic Expansion for the Tail Area of the t-Distribution
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