31 citations · 50 across the 10 of their papers we have counts for
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Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
Zhichao Weng, Xin Liao
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 compar…
Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
Xin Liao, Zhichao Weng, Zuoxiang Peng
Let be a triangular array of independent bivariate elliptical random vectors with the same distribution function as $(S_{1}, ρ_{n}…
Limit Laws for Extremes of Dependent Stationary Gaussian Arrays
E. Hashorva, Z. Weng
In this paper we show that the componentwise maxima ofweakly dependent bivariate stationary Gaussian triangular arrays converge in distribution after normalisation to Hüsler-Reiss…
Tail asymptotic of Weibull-type risks
E. Hashorva, Z. Weng
In this paper we derive the tail asymptotics of the product of two dependent Weibull-type risks, which is of interest in various statistical and applied probability problems. Our r…
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
E. Hashorva, Z. Peng, Z. Weng
The max-stable Hüsler-Reiss distribution which arises as the limit distribution of maxima of bivariate Gaussian triangular arrays has been shown to be useful in various extreme val…
Maxima of a triangular array of multivariate Gaussian sequence
Enkelejd Hashorva, Liang Peng, Zhichao Weng
It is known that the normalized maxima of a sequence of independent and identically distributed bivariate normal random vectors with correlation coefficient is asympt…
Limit Laws for Maxima of Contracted Stationary Gaussian Sequences
Enkelejd Hashorva, Zhichao Weng
The principal results of this contribution are the weak and strong limits of maxima of contracted stationary Gaussian random sequences. Due to the random contraction we introduce a…
Limit properties of exceedances point processes of scaled stationary Gaussian sequences
Enkelejd Hashorva, Zuoxiang Peng, Zhichao Weng
We derive the limiting distributions of exceedances point processes of randomly scaled weakly dependent stationary Gaussian sequences under some mild asymptotic conditions. In the…
Joint Limiting Distribution of Minima and Maxima of Complete and Incomplete Samples of Stationary Sequences
Enkelejd Hashorva, Zhichao Weng
In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this p…
Berman's inequality under random scaling
Enkelejd Hashorva, Zhichao Weng
Berman's inequality is the key for establishing asymptotic properties of maxima of Gaussian random sequences and supremum of Gaussian random fields. This contribution shows that, a…