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math.PR2015
Bivariate Binomial Moments and Bonferroni-type Inequalities
Qin Ding, Eugene Seneta
We obtain bivariate forms of Gumbel's, Fréchet's and Chung's linear inequalities for in terms of the bivariate binomial moments , $1\le i\le k, 1\l…
math.ST2015
Tail dependence convergence rate for the bivariate skew normal under the equal-skewness condition
Thomas Fung, Eugene Seneta
We derive the rate of decay of the tail dependence of the bivariate skew normal distribution under the equal-skewness condition θ1 = θ2,= θ, say. The rate of convergence depends on…