Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays

被引:6
作者
Lu, Yingyin [1 ]
Peng, Zuoxiang [1 ]
机构
[1] Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China
关键词
Bivariate Gaussian triangular array; Maximum and minimum; Limiting distribution; Second-order expansion; HUSLER-REISS DISTRIBUTION; CONVERGENCE; EXTREMES; RATES;
D O I
10.1007/s10687-016-0263-3
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, joint limit distributions of maxima and minima on independent and non-identically distributed bivariate Gaussian triangular arrays is derived as the correlation coefficient of ith vector of given nth row is the function of i/n. Furthermore, second-order expansions of joint distributions of maxima and minima are established if the correlation function satisfies some regular conditions.
引用
收藏
页码:187 / 198
页数:12
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