Maxima of skew elliptical triangular arrays

Enkelejd Hashorva and Chengxiu Ling

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 12, 3692-3705

Abstract: In this paper, we investigate the asymptotic behavior of the component-wise maxima for two bivariate skew elliptical triangular arrays with components given in terms of skew transformations of bivariate spherical random vectors. We find the weak limit of the normalized maxima for both cases that the random radius pertaining to the elliptical random vectors is either in the Gumbel or in the Weibull max-domain of attractions.

Date: 2016
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Citations: View citations in EconPapers (4)

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DOI: 10.1080/03610926.2014.906613

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