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

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

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 i th vector of given n th row is the function of i / n . Furthermore, second-order expansions of joint distri...

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Veröffentlicht in:Extremes (Boston) 2017-03, Vol.20 (1), p.187-198
Hauptverfasser: Lu, Yingyin, Peng, Zuoxiang
Format: Artikel
Sprache:eng
Schlagworte:
Arrays
Civil Engineering
Correlation
Correlation coefficients
Economics
Environmental Management
Expansion joints
Finance
Hydrogeology
Insurance
Management
Mathematical analysis
Mathematics and Statistics
Maxima
Minima
Quality Control
Reliability
Safety and Risk
Statistics
Statistics for Business
Studies
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Beschreibung
Zusammenfassung: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 i th vector of given n th 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.
ISSN:1386-1999
1572-915X
DOI:10.1007/s10687-016-0263-3