Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization

Zhichao Weng and Xin Liao

Statistics & Probability Letters, 2017, vol. 125, issue C, 33-43

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).

Keywords: Second order expansion; Maximum; Bivariate Gaussian triangular array; Power normalization (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:125:y:2017:i:c:p:33-43

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DOI: 10.1016/j.spl.2017.01.024

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