论文标题
双变量偏度方差脉冲分布的尾部渐近学
Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution
论文作者
论文摘要
我们将衰减的渐近速率得出在相等的稳态条件下的双变量偏差方差伽马（VG）分布的尾部依赖性的零，作为显式定期变化的功能。我们的发展是根据稍微更一般的双变量偏斜分布（GH）分布。我们最初将双变量问题减少到单变量的问题是由于我们对双变量偏斜正态分布的尾巴依赖率的较早研究而动机
We derive the asymptotic rate of decay to zero of the tail dependence of the bivariate skew Variance Gamma (VG) distribution under the equal-skewness condition, as an explicit regularly varying function. Our development is in terms of a slightly more general bivariate skew Generalized Hyperbolic (GH) distribution. Our initial reduction of the bivariate problem to a univariate one is motivated by our earlier study of tail dependence rate for the bivariate skew normal distribution
