Tail Dependence of Skew t...

Communications in Statistics - Simulation and Computation 2015 / 05

Tail Dependence of Skew t -Copulas

Kollo, Tõnu, Pettere, Gaida, Valge, Marju
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Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2014.988979
Date:
May, 2015
File:
PDF, 995 KB
english, 2015
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