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Skew Student-t Distribution

Association            Kendall’s                Correlation

parameters            coefficients                coefficients

0.01

0.01

0.01

0.3293

0.3250

0.3299

0.3979

0.3887

0.4104

0.10

0.10

0.01

0.3933

0.3977

0.0451

0.4948

0.5028

0.0608

0.50

0.01

0.01

0.4805

0.0170

0.0164

0.6698

0.0412

0.0358

0.10

0.02

0.01

0.6430

0.1495

0.0760

0.7403

0.2261

0.1165

0.50

0.50

0.50

0.1473

0.1431

0.1471

0.2140

0.2009

0.1992

1.00

0.10

0.10

0.2785

0.0628

0.0617

0.4319

0.0939

0.0895

1.50

0.50

0.50

0.1455

0.0778

0.0761

0.2301

0.1127

0.1048

5.00

0.10

0.01

0.0893

0.0158

0.0054

0.1570

0.0298

0.0078

5.00

5.00

5.00

0.0235

0.0285

0.0252

0.0418

0.0447

0.0416

Skew Generalized Secant Hyperbolic Distribution

Association
parameters

Kendall’s coefficients

Correlation coefficients

0.01

0.01

0.01

0.3231

0.3256

0.3248

0.3827

0.3824

0.3953

0.10

0.10

0.01

0.3965

0.3943

0.0447

0.4847

0.4737

0.0520

0.50

0.01

0.01

0.4806

0.0177

0.0159

0.6637

0.0422

0.0416

0.10

0.02

0.01

0.6416

0.1487

0.0755

0.7294

0.2234

0.1161

0.50

0.50

0.50

0.1429

0.1427

0.1443

0.2045

0.1944

0.1884

1.00

0.10

0.10

0.2791

0.0640

0.0611

0.4277

0.0921

0.0906

1.50

0.50

0.50

0.1431

0.0799

0.0786

0.2324

0.1142

0.1068

5.00

0.10

0.01

0.0925

0.0201

0.0048

0.1628

0.0354

0.0072

5.00

5.00

5.00

0.0219

0.0217

0.0209

0.0360

0.0356

0.0312

Skew Exponential Power Distribution

Association

Kendall’s coefficients

Correlation coefficients

parameters

0.01

0.01

0.01

0.3231

0.3256

0.3248

0.3819

0.3820

0.3954

0.10

0.10

0.01

0.3965

0.3943

0.0447

0.4812

0.4709

0.0517

0.50

0.01

0.01

0.4806

0.0177

0.0159

0.6621

0.0421

0.0416

0.10

0.02

0.01

0.6416

0.1487

0.0755

0.7265

0.2229

0.1160

0.50

0.50

0.50

0.1429

0.1427

0.1443

0.2034

0.1935

0.1874

1.00

0.10

0.10

0.2791

0.0640

0.0611

0.4271

0.0917

0.0902

1.50

0.50

0.50

0.1431

0.0799

0.0786

0.2319

0.1137

0.1063

5.00

0.10

0.01

0.0925

0.0201

0.0048

0.1626

0.0354

0.0071

5.00

5.00

5.00

0.0219

0.0217

0.0209

0.0358

0.0355

0.0312

Table 1: Correlation and Kendall’s coefficients for tt∩ = «22 = ''l33 = 0 and marginals with
zero mean, unit variance, skewness equal to -0.5, 0, 0.5 and kurtosis equal to 5, 6, 8.



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