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Rate of Decay of the Tail Dependence Coefficient for the Skew t Distribution Cover

Rate of Decay of the Tail Dependence Coefficient for the Skew t Distribution

Sri Lankan Journal of Applied Statistics
Volume 12 (2011): Issue 0
By:   
Open Access
|Dec 2012
Articles in this issue
DOI: https://doi.org/10.4038/sljastats.v12i0.4966 | Journal eISSN: 2424-6271
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Language: English
Page range: 27 - 40
Published on: Dec 2, 2012
Published by: The Institute of Applied Statistics, Sri Lanka
In partnership with: Paradigm Publishing Services
Keywords:
Asymptotic tail dependence,
Regularly Varying Index,
Skew t distributions,
Tail behaviour

© 2012 Thomas Fung, published by The Institute of Applied Statistics, Sri Lanka
This work is licensed under the Creative Commons License.

Volume 12 (2011): Issue 0
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