A theorem on the asymptotics of skew-normal type integrals

DOI10.1016/J.SPL.2024.110080MaRDI QIDQ6569418zbMATH OpenFDO

Authors Thomas Fung, Eugene Seneta

Publication date 9 July 2024

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

zbMATH Keywords

tail asymptoticsskew normalnormal probability density functionnormal cumulative distribution functionextended skew normal

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Tail asymptotics for the bivariate skew normal
• Tail dependence and skew distributions
• The bivariate normal copula function is regularly varying
• The skew-normal and related families. With the collaboration of Antonella Capitanio.

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