69 citations · 210 across the 12 of their papers we have counts for
Showing 2013 · math.STShow all
2 papers · 2 filters
math.ST2013
Convergence rate to a lower tail dependence coefficient of a skew-t distribution
Thomas Fung, Eugene Seneta
We examine the rate of decay to the limit of the tail dependence coefficient of a bivariate skew t distribution which always displays asymptotic tail dependence. It contains as a s…
math.ST2013★ 69 cited
A Tricentenary history of the Law of Large Numbers
Eugene Seneta
The Weak Law of Large Numbers is traced chronologically from its inception as Jacob Bernoulli's Theorem in 1713, through De Moivre's Theorem, to ultimate forms due to Uspensky and…