Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution |
scientific article |
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Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (English)
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4 June 2014
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bivariate skew-\(t\) distribution
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asymptotic tail dependence coefficient
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quantile function
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convergence rate
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