Corrigendum to: ``Tail dependence of skewed grouped t-distributions

DOI10.1016/J.SPL.2009.04.019zbMATH Open1229.60014OpenAlexW2060728812MaRDI QIDQ2270873FDOQ2270873

Authors: Konrad Banachewicz, Aad van der Vaart 

Publication date: 29 July 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.04.019

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistics of extreme values; tail inference (62G32)

Cites Work

• The \(t\) copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management
• Tail dependence of skewed grouped \(t\)-distributions

Cited In (2)

• Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574
• Multivariate heavy-tailed models for value-at-risk estimation

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