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Tail dependence for skew Laplace distribution and skew Cauchy distribution

  • Published:2016-07-05 Issue:17 Volume:45 Page:5224-5233
  • ISSN:0361-0926
  • Container-title:Communications in Statistics - Theory and Methods
  • language:en
  • Short-container-title:Communications in Statistics - Theory and Methods

Author:

Ning Jiannan1234,Yi Wende123

Affiliation:

1. School of Mathematics and Statistics, Southwest University, Beibei, Chongqing, China

2. School of Mathematics and Finance, Chongqing University of Arts and Sciences Yongchuan, Chongqing, China

3. Key Laboratory of Data Analyzing and Image Processing, Chongqing University of Arts and Sciences Yongchuan, Chongqing, China

4. School of Finance and Economics, Yangtze Normal University, Fuling, Chongqing, China

Publisher

Informa UK Limited

Subject

Statistics and Probability

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On a Measure of Tail Asymmetry for the Bivariate Skew-Normal Copula;Symmetry;2023-07-13

2. Tail Dependence Functions of Two Classes of Bivariate Skew Distributions;Methodology and Computing in Applied Probability;2023-02-02

3. Tail Dependence of Generalized Modified Skew Slash Distribution;Journal of Statistical Theory and Practice;2022-01-18
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