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Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays

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Abstract

In this paper, joint limit distributions of maxima and minima on independent and non-identically distributed bivariate Gaussian triangular arrays is derived as the correlation coefficient of ith vector of given nth row is the function of i/n. Furthermore, second-order expansions of joint distributions of maxima and minima are established if the correlation function satisfies some regular conditions.

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Authors and Affiliations

  1. School of Mathematics and Statistics, Southwest University, Chongqing, 400715, China

    Yingyin Lu & Zuoxiang Peng

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  1. Yingyin Lu
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  2. Zuoxiang Peng
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Correspondence to Zuoxiang Peng.

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Lu, Y., Peng, Z. Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays. Extremes 20, 187–198 (2017). https://doi.org/10.1007/s10687-016-0263-3

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  • DOI: https://doi.org/10.1007/s10687-016-0263-3

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