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 |
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Pages (from-to) | 3692-3705 |
Number of pages | 14 |
Journal | Communications in Statistics - Theory and Methods |
Volume | 45 |
Issue number | 12 |
DOIs | |
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