Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
Probability
2017-01-05 v1
Abstract
In this paper, we study second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization. Numerical analysis are given to compare the asymptotic behaviors under power normalization with the asymptotic behaviors under linear normalization derived by Hashorva et al. (2016).
Keywords
Cite
@article{arxiv.1701.00932,
title = {Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization},
author = {Zhichao Weng and Xin Liao},
journal= {arXiv preprint arXiv:1701.00932},
year = {2017}
}
Comments
19 pages, 16 figures