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math.ST2020
Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution
Thomas Fung, Eugene Seneta
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 regu…
stat.ME2020★ 8 cited
Consistent second-order discrete kernel smoothing using dispersed Conway-Maxwell-Poisson kernels
Alan Huang, Lucas Sippel, Thomas Fung
The histogram estimator of a discrete probability mass function often exhibits undesirable properties related to zero probability estimation both within the observed range of count…