vix.ing · top · new · best · stats

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

2016/04/20 by Yingying Lu, Lu, Yingying, Zuoxiang Peng +1
Agricultural and Biological Sciences · Decision Sciences · Mathematics · #60F05 #60G70 #FOS: Mathematics #Genetic and Environmental Crop Studies #Optimal Experimental Design Methods #Primary 62E20 #Probability (math.PR) #Secondary 60F15 #Statistical Distribution Estimation and Applications #math.PR #msc:60F05 #msc:60F15 #msc:60G70 #msc:62E20

paper · pdf · doi:10.48550/arxiv.1604.05977

16 pages

openalex publication_date 2016/04/20 · arxiv created 2016/04/27 · arxiv updated 2016/04/28 · openalex created_date 2019/06/27 · openalex updated_date 2026/07/28

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.

Related