Extremal properties of the multivariate extended skew-normal distribution, Part B
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DOI: 10.1016/j.spl.2018.11.031
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References listed on IDEAS
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- Xiong, Qian & Peng, Zuoxiang, 2020. "Asymptotic expansions of powered skew-normal extremes," Statistics & Probability Letters, Elsevier, vol. 158(C).
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Keywords
Asymptotic independence; Coefficient of upper-tail dependence; Pickands dependence function; Multivariate extreme-value distribution; Stable-tail dependence function;All these keywords.
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