Extremal properties of the multivariate extended skew-normal distribution. Part B

DOI10.1016/j.spl.2018.11.031zbMath1412.62052arXiv1810.00680MaRDI QIDQ1726901

Xianqiang Yang

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.00680

zbMATH Keywords

distribution; asymptotic independence; multivariate; Pickands dependence function; multivariate maximum; multivariate extreme-value distribution; coefficient of upper-tail dependence; stable-tail dependence function

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62G30: Order statistics; empirical distribution functions

62G32: Statistics of extreme values; tail inference

60E05: Probability distributions: general theory

Uses Software

• sn