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

DOI10.1007/s10687-016-0263-3zbMath1368.62037arXiv1604.05977OpenAlexW2341148239MaRDI QIDQ2363667

Yingyin Lu, Zuo Xiang Peng

Publication date: 25 July 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.05977

zbMATH Keywords

second-order expansionlimiting distributionmaximum and minimumbivariate Gaussian triangular array

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

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Rates of convergence of powered order statistics from general error distribution, Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays, The joint distribution of the sample minimum and maximum from a smooth distribution on \(\left[w_1, w_2\right\)], Joint distributional expansions of maxima and minima from skew-normal samples, Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids, Second-order expansions for maxima of dynamic bivariate normal copulas, Moments and cumulants of the extremes of a sample from a uniform distribution

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