7 citations · 18 across the 8 of their papers we have counts for
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math.PR2017★ 1 cited
Second-order expansions for maxima of dynamic bivariate normal copulas
Rui Wang, Xin Liao, Zuoxiang Peng
In this paper, we establish the second-order distributional expansions of normalized maxima of n independent observations, where the ith observation follows from a normal copula wi…
math.PR2017
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…