scientific article; zbMATH DE number 6795019

zbMATH Open1389.62012arXiv1505.03431MaRDI QIDQ5367608FDOQ5367608

Xin Liao, Zuoxiang Peng

Publication date: 20 October 2017

Full work available at URL: https://arxiv.org/abs/1505.03431

Title of this publication is not available (Why is that?)

zbMATH Keywords

parameter estimationmaximumlimiting distributionbivariate Gaussian random vectorsecond-order expansion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20)

Cited In (5)

• Asymptotic results for a class of triangular arrays of multivariate random variables with Bernoulli distributed components
• Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
• On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
• Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
• Second-order expansions for maxima of dynamic bivariate normal copulas

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