In this paper, the multivariate tail covariance (MTCov) for generalized skew-elliptical distributions is considered. Some special cases for this distribution, such as generalized skew-normal, generalized skew student-t, generalized skew-logistic and generalized skew-Laplace distributions, are also considered. In order to test the theoretical feasibility of our results, the MTCov for skewed and non skewed normal distributions are computed and compared. Finally, we give a special formula of the MTCov for generalized skew-elliptical distributions.
翻译：在本文中,考虑了用于普遍斜尾 ⁇ 分配的多变量尾巴共差(MTCov),也考虑了这种分配的一些特殊情况,例如普遍斜尾尾尾尾尾尾尾尾尾尾和大尾尾尾尾尾尾尾和大尾尾尾尾尾尾尾尾拉普尔分配等,为了检验我们结果的理论可行性,计算和比较了扭曲和非扭曲的正常分配的MTCov。最后,我们给出了MTCov用于普遍斜尾尾尾尾尾尾尾尾尾尾尾尾尾和大尾尾尾尾尾尾尾尾尾尾尾尾和大尾尾尾尾尾尾 ⁇ 分配的特殊公式。最后,我们给出了MTCov用于普遍斜尾尾尾尾尾 ⁇ 分配的特殊公式。
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