Asymptotics for the maxima and minima of Husler-Reiss bivariate Gaussian arrays

作者：Liao Xin; Peng Zuoxiang^*

来源：Extremes, 2015, 18(1): 1-14.

DOI：10.1007/s10687-014-0196-7

• Husler-Reiss max-stable distribution
• Bivariate Gaussian random vector
• Maximum and minimum
• Joint limit distribution
• Second-order expansion

In this paper, the joint asymptotics of normalized maxima and minima for a triangular array of bivariate Gaussian random vectors are considered. Under the Husler-Reiss condition, the limiting distribution of maxima and minima is derived. Furthermore, the second-order expansions of joint distributions of maxima and minima are established under the second-order Husler-Reiss condition.

• 出版日期2015-3
• 单位西南大学