Maxima of skew elliptical triangular arrays

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Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Maxima of skew elliptical triangular arrays
Journal
Communications in Statistics - Theory and Methods
Author(s)
Hashorva  E., Ling  C.
ISSN
0361-0926 (Print)
1532-415X (Electronic)
Publication state
Published
Issued date
2016
Peer-reviewed
Oui
Volume
45
Number
12
Pages
3692-3705
Language
english
Abstract
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.
Keywords
Gumbel max-domain attraction, Max-domain attraction, Maxima of triangular arrays, Skew elliptical distributions, Weibull Husler-Reiss distribution
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Create date
17/03/2014 21:05
Last modification date
20/08/2019 14:09
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