Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
arXiv:1701.00932
Abstract
In this paper, we study second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization. Numerical analysis are given to compare the asymptotic behaviors under power normalization with the asymptotic behaviors under linear normalization derived by Hashorva et al. (2016).
19 pages, 16 figures