A theorem on the asymptotics of skew-normal type integrals

DOI10.1016/J.SPL.2024.110080MaRDI QIDQ6569418FDOQ6569418

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

• Title not available (Why is that?)
• The skew-normal and related families. With the collaboration of Antonella Capitanio.
• The bivariate normal copula function is regularly varying
• Tail dependence and skew distributions
• Tail asymptotics for the bivariate skew normal

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