Maxima of skew elliptical triangular arrays

DOI10.1080/03610926.2014.906613MaRDI QIDQ5739183zbMATH OpenOpenAlexFDO

Authors Chengxiu Ling, Enkelejd Hashorva

Publication date 15 July 2016

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.2153

zbMATH Keywords

Gumbel max-domain of attractionmaximaskew elliptical distributionstriangular arraysWeibull Hüsler-Reiss distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Abstract: In this paper we investigate the asymptotic behaviour of the componentwise maxima for two bivariate skew elliptical triangular arrays with components given in terms of skew transformations of bivariate spherical random vectors. We find the weak limit of the normalized maxima for both cases that the random radius pertaining to the elliptical random vectors is either in the Gumbel or in the Weibull max-domain of attractions.

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Cites work

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Cited in

(10)

• Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
• Extremal properties of the multivariate extended skew-normal distribution. Part B
• Asymptotic behavior of bivariate Gaussian powered extremes
• Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
• Asymptotic expansions for bivariate normal extremes
• On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays
• A new family of bivariate max-infinitely divisible distributions
• Tail dependence functions of two classes of bivariate skew distributions
• On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
• Maxima of Dirichlet and triangular arrays of gamma variables

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