English

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 nnth row follows from a bivariate Gaussian distribution with correlation coefficient being a monotone continuous function of i/ni/n. 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

R2 v1 2026-06-22T09:33:35.905Z