Tail asymptotics for the bivariate skew normal
نویسندگان
چکیده
منابع مشابه
Tail dependence in bivariate skew-Normal and skew-t distributions
Quantifying dependence between extreme values is a central problem in many theoretical and applied studies. The main distinction is between asymptotically independent and asymptotically dependent extremes, with important theoretical examples of these general limiting classes being the extremal behaviour of a bivariate Normal distribution, for asymptotic independence, and of the bivariate t dist...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2016
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2015.11.002