Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152689 | Statistics & Probability Letters | 2010 | 8 Pages |
Abstract
We examine two bivariate skew tt distributions, both of which generalize the bivariate symmetric tt distribution. The second, based on the bivariate skew normal distribution, always displays positive asymptotic lower tail dependence. The difference is associated with the varying tail behavior of the marginals.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Thomas Fung, Eugene Seneta,