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"Convergence rate to a lower tail dependence coefficient of a skew-t ..."

Thomas Fung, Eugene Seneta (2014)

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DOI: 10.1016/J.JMVA.2014.03.004

access: open

type: Journal Article

metadata version: 2021-02-17

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Thomas Fung, Eugene Seneta:
Convergence rate to a lower tail dependence coefficient of a skew-t distribution. J. Multivar. Anal. 128: 62-72 (2014)

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