Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
From MaRDI portal
Publication:1650617
DOI10.1007/S10114-018-6541-ZzbMath1394.62016arXiv1608.02091OpenAlexW2962903649MaRDI QIDQ1650617
Xin Liao, Zuo Xiang Peng, Zhi Chao Weng
Publication date: 4 July 2018
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.02091
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
- Dynamic bivariate normal copula
- Minima and maxima of elliptical arrays and spherical processes
- Limiting distributions of maxima under triangular schemes
- On the max-domain of attractions of bivariate elliptical arrays
- Maxima of a triangular array of multivariate Gaussian sequence
- Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution
- Extremes of independent chi-square random vectors
- Stationary max-stable fields associated to negative definite functions
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
- Maxima of normal random vectors: Between independence and complete dependence
- Limit laws for extremes of dependent stationary Gaussian arrays
- Extremes of weighted Dirichlet arrays
- Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
- Expansions and penultimate distributions of maxima of bivariate normal random vectors
- Maxima of skew elliptical triangular arrays
This page was built for publication: Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
