Abstract
In this article we discuss the asymptotic behaviour of the componentwise maxima for a specific bivariate triangular array. Its components are given in terms of linear transformations of bivariate generalised symmetrised Dirichlet random vectors introduced in Fang and Fang (Statistical inference in elliptically contoured and related distributions. Allerton Press, New York, 1990). We show that the componentwise maxima of such triangular arrays is attracted by a bivariate max-infinitely divisible distribution function, provided that the associated random radius is in the Weibull max-domain of attraction.
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Hashorva, E. A new family of bivariate max-infinitely divisible distributions. Metrika 68, 289–304 (2008). https://doi.org/10.1007/s00184-007-0158-z
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DOI: https://doi.org/10.1007/s00184-007-0158-z