Tail dependence for skew Laplace distribution and skew Cauchy distribution (Q2817151)
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scientific article; zbMATH DE number 6620261
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| default for all languages | No label defined |
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| English | Tail dependence for skew Laplace distribution and skew Cauchy distribution |
scientific article; zbMATH DE number 6620261 |
Statements
Tail dependence for skew Laplace distribution and skew Cauchy distribution (English)
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29 August 2016
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asymptotic tail dependence
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copula
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generalized asymmetric Laplace distribution
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skew Cauchy distribution
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variance-mean mixture
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0.8648959994316101
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0.8503381013870239
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0.8243837952613831
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0.8181518316268921
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0.8153509497642517
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