Tail dependence of bivariate skew normal triangular array with varying correlation coefficients

The tail dependence coefficient measures extremal dependence between two random variables. In this note, we investigate the tail dependence of a bivariate skew normal triangular array with equal skewness and varying correlation coefficients [Formula: see text] satisfying the Hüsler-Reiss condition via a redefined sequential tail dependence coefficient. For more detailed insights, the convergence rate to the sequential tail dependence coefficients is also established under a refined Hüsler-Reiss condition. Numerical experiments are conducted to illustrate the theoretical results.