Harry Joe, Haijun Li. Tail densities of skew-elliptical distributions. J. Multivariate Analysis, 171:421-435, 2019. [doi]
@article{JoeL19, title = {Tail densities of skew-elliptical distributions}, author = {Harry Joe and Haijun Li}, year = {2019}, doi = {10.1016/j.jmva.2019.01.009}, url = {https://doi.org/10.1016/j.jmva.2019.01.009}, researchr = {https://researchr.org/publication/JoeL19}, cites = {0}, citedby = {0}, journal = {J. Multivariate Analysis}, volume = {171}, pages = {421-435}, }