Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaussian triangular arrays

MaRDI QIDQ5367608zbMATHFDO

Authors Xin Liao, Zuoxiang Peng

Publication date 20 October 2017

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

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)

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Cited in

(7)

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

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