【摘要】 基于二元正态分布在Hüsler-Reiss条件下有关尾相依函数的研究,再结合二元偏正态相关性质的研究及其尾相依系数的推导,给出了动态二元偏正态分布的在偏度参数大于零和小于零情况下的尾相依函数.更多还原

【Abstract】 Based on the study of tail dependence function of bivariate normal distribution under HüslerReiss condition,combined with the study of the bivariate skew-normal correlation property and the derivation of the tail dependence coefficient, this paper gives the tail dependence function of the dynamic bivariate skew-normal distribution when the skewness parameters are greater than zero and less than zero.更多还原