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arXiv · 1307.5965

Minima and maxima of elliptical arrays and spherical processes

Enkelejd Hashorva
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Abstract

In this paper, we investigate first the asymptotics of the minima of elliptical triangular arrays. Motivated by the findings of Kabluchko (Extremes 14 (2011) 285-310), we discuss further the asymptotic behaviour of the maxima of elliptical triangular arrays with marginal distribution functions in the Gumbel or Weibull max-domain of attraction. We present an application concerning the asymptotics of the maximum and the minimum of independent spherical processes.

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Enkelejd Hashorva. 2013-07-23. Minima and maxima of elliptical arrays and spherical processes. https://doi.org/10.3150/12-bej463

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