Article ID Journal Published Year Pages File Type
1152689 Statistics & Probability Letters 2010 8 Pages PDF
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
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