quantitative讲义P253它的两个小结论。其中第一个,it is more common for two variables to have the same tail values at the same time using the bivariate Student's t-distribution. To put this another way, the tail independence is higher in a bivariate Student's t-distribution than in a bivariate normal distribution.
问题:student's t分布的尾巴更肥,更容易同时出现极端值,说明有更大的尾部相关性。这一点何老师视频里也讲了。那为什么上面那段第二句话是说student's t分布尾部的独立性(而不是相关性)更高?
并且,如果是说student's t分布尾部独立性更强,和第二个结论,也似乎是矛盾的