Maxima of Skew Elliptical Triangular Arrays
Probability
2013-12-10 v1
Abstract
In this paper we investigate the asymptotic behaviour of the componentwise maxima for two bivariate skew elliptical triangular arrays with components given in terms of skew transformations of bivariate spherical random vectors. We find the weak limit of the normalized maxima for both cases that the random radius pertaining to the elliptical random vectors is either in the Gumbel or in the Weibull max-domain of attractions.
Cite
@article{arxiv.1312.2153,
title = {Maxima of Skew Elliptical Triangular Arrays},
author = {Enkelejd Hashorva and Chengxiu Ling},
journal= {arXiv preprint arXiv:1312.2153},
year = {2013}
}
Comments
15 pages