On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays

Details

Serval ID
serval:BIB_BB2F11634E73
Type
Article: article from journal or magazin.
Collection
Publications
Title
On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays
Journal
Communications in Statistics - Theory and Methods
Author(s)
Hashorva E.
ISSN
0361-0926
Publication state
Published
Issued date
2008
Peer-reviewed
Oui
Volume
37
Number
10
Pages
1543-1551
Language
english
Abstract
Let (X-n1((j)), ... , X-nd((j)))(inverted perpendicular), 1 <= j <= n, n >= 1 be a triangular array of independent elliptical random vectors in R-d,d >= 2. In a recent article, we show for the case d=2 that the bivariate sample maxima of this triangular array is attracted by a max-infinitely divisible bivariate distribution function, provided that the components of the triangular array become asymptotically dependent and further the random radius associated to the elliptical random vectors has distribution function in the Weibull max-domain of attraction.
Keywords
Maxima of triangular arrays, Max-infinitely divisible distribution, Multivariate elliptical distribution, Weak convergence, Weibull max-domain of attraction
Web of science
Create date
03/09/2010 11:28
Last modification date
20/08/2019 16:29
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