Pages that link to "Item:Q968464"
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The following pages link to Tail dependence for two skew \(t\) distributions (Q968464):
Displayed 16 items.
- The bivariate normal copula function is regularly varying (Q643238) (← links)
- Tail asymptotics for the bivariate skew normal (Q901284) (← links)
- Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
- An overview on the progeny of the skew-normal family -- a personal perspective (Q2062793) (← links)
- Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
- Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case (Q2244594) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)
- Tail dependence for skew Laplace distribution and skew Cauchy distribution (Q2817151) (← links)
- Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-<i>t</i>copula approach (Q4554244) (← links)
- Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
- Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions (Q4976492) (← links)
- Extremal Properties and Tail Asymptotic of Alpha-Skew-Normal Distribution (Q5015929) (← links)
- (Q5879924) (← links)
- Stochastic modelling of volatility and inter-relationships in the Australian electricity markets (Q6050517) (← links)
- Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)