Article ID Journal Published Year Pages File Type
5129806 Statistics & Probability Letters 2017 11 Pages PDF
Abstract

In this paper, we study second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization. Numerical analysis is given to compare the asymptotic behaviors under power normalization with the asymptotic behaviors under linear normalization derived by Hashorva et al. (2016).

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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