| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5774577 | Journal of Mathematical Analysis and Applications | 2017 | 23 Pages |
Abstract
In this paper, joint asymptotics of powered maxima for a triangular array of bivariate Gaussian random vectors are considered. Under the Hüsler-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 Hüsler-Reiss condition.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Wei Zhou, Zuoxiang Peng,