scientific article; zbMATH DE number 7660129

DOI10.11329/JJSSJ.51.157MaRDI QIDQ5879924FDOQ5879924

Authors: Toshinao Yoshiba 

Publication date: 7 March 2023

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Dependence modeling with copulas
• Statistics for near independence in multivariate extreme values
• Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions
• The t Copula and Related Copulas
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Dependence measures for extreme value analyses
• Multivariate extremes of generalized skew-normal distributions
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Tail order and intermediate tail dependence of multivariate copulas
• The bivariate normal copula function is regularly varying
• Asymptotic tail dependence of the normal copula
• Tail dependence of the Gaussian copula revisited
• A directory of coefficients of tail dependence
• Tail dependence of skewed grouped \(t\)-distributions
• Tail dependence for two skew \(t\) distributions
• Multivariate extreme value theory and D-norms
• Tail asymptotics for the bivariate skew normal
• Tail densities of skew-elliptical distributions
• Maximum likelihood estimation of skew-t copulas with its applications to stock returns
• Copula-based measures of asymmetry between the lower and upper tail probabilities

Cited In (1)

• An asymptotic characterization of hidden tail credit risk with actuarial applications

Uses Software

• CopulaModel

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