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arXiv · 1610.06823

Asymptotic behaviors of bivariate Gaussian powered extremes

Wei Zhou·Zuoxiang Peng
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Abstract

In this paper, joint asymptotics of powered maxima for a triangular array of bivariate powered Gaussian random vectors are considered. Under the H\"usler-Reiss condition, limiting distributions of powered maxima are derived. Furthermore, the second-order expansions of the joint distributions of powered maxima are established under the refined H\"usler-Reiss condition.

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Wei Zhou, Zuoxiang Peng. 2016-10-21. Asymptotic behaviors of bivariate Gaussian powered extremes. https://arxiv.org/abs/1610.06823

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