Tail Dependence of Generalized Modified Skew Slash Distribution

Eastern New Mexico University,Li Huihui,Gupta Arjun K.

Journal of statistical theory and practice（2022）

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摘要

In this article, the generalized modified skew slash distribution is introduced. Some of its basic properties are obtained. In addition, the tail dependence coefficients of the bivariate generalized modified skew slash distribution are derived and some special cases are discussed.

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关键词

Generalized modified skew slash distribution,Skew normal distribution,Skew slash distribution,Tail dependence

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