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

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• 作者：Yingyin Lu ; Zuoxiang Peng
• 关键词：Bivariate Gaussian triangular array ; Maximum and minimum ; Limiting distribution ; Second ; order expansion
• 刊名：Extremes
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：20
• 期：1
• 页码：187-198
• 全文大小：
• 刊物类别：Mathematics and Statistics
• 刊物主题：Statistics, general; Quality Control, Reliability, Safety and Risk; Civil Engineering; Hydrogeology; Environmental Management; Statistics for Business/Economics/Mathematical Finance/Insurance;
• 出版者：Springer US
• ISSN：1572-915X
• 卷排序：20

文摘

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.