31 citations · 32 across the 3 of their papers we have counts for
3 papers
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…
math.PR2016★ 1 cited
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}…
math.PR2014★ 31 cited
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…