On a Measure of Tail Asymmetry for the Bivariate Skew-Normal Copula
Asymmetry in the upper and lower tails is an important feature in modeling bivariate distributions. This article focuses on the log ratio between the tail probabilities at upper and lower corners as a measure of tail asymmetry. Asymptotic behavior of this measure at extremely large and small thresho...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-07-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/15/7/1410 |