Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaussian triangular arrays

Abstract

In this paper, we establish the first and the second-order asymptotics of distributions of normalized maxima of independent and non-identically distributed bivariate Gaussian triangular arrays, where each vector of the $n$th row follows from a bivariate Gaussian distribution with correlation coefficient being a monotone continuous function of $i/n$. Furthermore, parametric inference for this unknown function is studied. Some simulation study and real data sets analysis are also presented.

19 pages, 8 figures

References in corpus (1)

• Limit Laws for Extremes of Dependent Stationary Gaussian Arrays

Cited by in corpus (2)

• Second-order expansions for maxima of dynamic bivariate normal copulas
• Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays