research
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10/04/2022
Tail asymptotics for the bivariate skew normal in the general case
The present paper is a sequel to and generalization of Fung and Seneta (...
research
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10/13/2020
Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution
We derive the asymptotic rate of decay to zero of the tail dependence of...
research
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10/07/2020