Maxima of skew elliptical triangular arrays

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Etat: Public
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ID Serval
serval:BIB_2957B7E7ED56
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Maxima of skew elliptical triangular arrays
Périodique
Communications in Statistics - Theory and Methods
Auteur⸱e⸱s
Hashorva  E., Ling  C.
ISSN
0361-0926 (Print)
1532-415X (Electronic)
Statut éditorial
Publié
Date de publication
2016
Peer-reviewed
Oui
Volume
45
Numéro
12
Pages
3692-3705
Langue
anglais
Résumé
In this paper, we investigate the asymptotic behavior of the component-wise 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.
Mots-clé
Gumbel max-domain attraction, Max-domain attraction, Maxima of triangular arrays, Skew elliptical distributions, Weibull Husler-Reiss distribution
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Création de la notice
17/03/2014 21:05
Dernière modification de la notice
20/08/2019 14:09
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