Maxima of skew elliptical triangular arrays

Enkelejd Hashorva; Chengxiu Ling

doi:10.1080/03610926.2014.906613

Maxima of skew elliptical triangular arrays

Enkelejd Hashorva^*, Chengxiu Ling

^*Corresponding author for this work

University of Lausanne

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	3692-3705
Number of pages	14
Journal	Communications in Statistics - Theory and Methods
Volume	45
Issue number	12
DOIs	https://doi.org/10.1080/03610926.2014.906613
Publication status	Published - 17 Jun 2016
Externally published	Yes

Keywords

Gumbel max-domain attraction
Max-domain attraction
Maxima of triangular arrays
Skew elliptical distributions
Weibull Hüsler–Reiss distribution

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10.1080/03610926.2014.906613

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abstract = "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.",

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AU - Ling, Chengxiu

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N2 - 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.

AB - 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.

KW - Gumbel max-domain attraction

KW - Max-domain attraction

KW - Maxima of triangular arrays

KW - Skew elliptical distributions

KW - Weibull Hüsler–Reiss distribution

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JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

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Maxima of skew elliptical triangular arrays

Abstract

Keywords

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