Tail dependence for two skew slash distributions

Tail dependence in bivariate skew-Normal and skew-t distributions

Quantifying dependence between extreme values is a central problem in many theoretical and applied studies. The main distinction is between asymptotically independent and asymptotically dependent extremes, with important theoretical examples of these general limiting classes being the extremal behaviour of a bivariate Normal distribution, for asymptotic independence, and of the bivariate t dist...

The multivariate slash and skew-slash student t distributions

In this article, we introduce the multivariate slash and skew-slash t distributions which provide alternative choices in simulating and fitting skewed and heavy tailed data. We study their relationships with other distributions and give the densities, stochastic representations, moments, marginal distributions, distributions of linear combinations and characteristic functions of the random vect...

Tail dependence for weighted mean of two copula function

In this paper, we study the properties of power weighted means, arithmetic, geometry and harmonic for two copulas.

Tail dependence for elliptically contoured distributions

A Family of Skew-Slash Distributions and Estimation of its Parameters via an EM Algorithm

Abstract. In this paper, a family of skew-slash distributions is defined and investigated. We define the new family by the scale mixture of a skew-elliptically distributed random variable with the power of a uniform random variable. This family of distributions contains slash-elliptical and skew-slash distributions. We obtain the moments and some distributional properties of the new family of d...