Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaussian triangular arrays
Methodology
2016-04-27 v3
Abstract
In this paper, we establish the first and the second-order asymptotics of distributions of normalized maxima of independent and non-identically distributed bivariate Gaussian triangular arrays, where each vector of the th row follows from a bivariate Gaussian distribution with correlation coefficient being a monotone continuous function of . Furthermore, parametric inference for this unknown function is studied. Some simulation study and real data sets analysis are also presented.
Keywords
Cite
@article{arxiv.1505.03431,
title = {Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaussian triangular arrays},
author = {Xin Liao and Zuoxiang Peng},
journal= {arXiv preprint arXiv:1505.03431},
year = {2016}
}
Comments
19 pages, 8 figures