Asymptotic behaviors of bivariate Gaussian powered extremes
Probability
2016-10-24 v1
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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Cite
@article{arxiv.1610.06823,
title = {Asymptotic behaviors of bivariate Gaussian powered extremes},
author = {Wei Zhou and Zuoxiang Peng},
journal= {arXiv preprint arXiv:1610.06823},
year = {2016}
}
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22 pages