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

Yingying Lu; Zuoxiang Peng

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arXiv · 1604.05977

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

Yingying Lu·Zuoxiang Peng

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Abstract

In this paper, joint limit distributions of maxima and minima on independent and non-identically distributed bivariate Gaussian triangular arrays is derived as the correlation coefficient of $i$th vector of given $n$th row is the function of $i/n$. Furthermore, second-order expansions of joint distributions of maxima and minima are established if the correlation function satisfies some regular conditions.

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BibTeX RIS

Yingying Lu, Zuoxiang Peng. 2016-04-20. Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays. https://arxiv.org/abs/1604.05977

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