Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
Probability
2016-08-09 v1
Abstract
Let be a triangular array of independent bivariate elliptical random vectors with the same distribution function as , , where is a bivariate spherical random vector. For the distribution function of radius belonging to the max-domain of attraction of the Weibull distribution, Hashorva (2006) derived the limiting distribution of maximum of this triangular array if convergence rate of to is given. In this paper, under the refinement of the rate of convergence of to and the second-order regular variation of the distributional tail of radius, precise second-order distributional expansions of the normalized maxima of bivariate elliptical triangular arrays are established.
Keywords
Cite
@article{arxiv.1608.02091,
title = {Second-order asymptotics on distributions of maxima of bivariate elliptical arrays},
author = {Xin Liao and Zhichao Weng and Zuoxiang Peng},
journal= {arXiv preprint arXiv:1608.02091},
year = {2016}
}
Comments
28 pages