Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619)
From MaRDI portal
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
0 references
0 references
