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Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1048640
Description: We derive the asymptotic rate of decay to zero of the tail dependence of the bivariate skew normal distribution under the equal-skewness condition α₁=α₂,=α, say. The rate depends on whether α>0 or α<0 ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/320148
Description: We examine the rate of decay to the limit of the tail dependence coefficient of a bivariate skew-t distribution. This distribution always displays asymptotic tail dependence. It contains as a special ... More
Reviewed: Reviewed
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