斜椭圆三角形阵列的最大值
Maxima of Skew Elliptical Triangular Arrays
摘要:
本文研究了两个二元斜椭圆三角阵的分量最大值的渐近性态,其中两个二元斜椭圆三角阵的分量是由二元球面随机向量的斜变换给出的。我们发现的两种情况下,有关的椭圆随机向量的随机半径是在Gumbel或在威布尔最大-吸引区域的归一化最大值的弱极限。
英文摘要:
In this paper we investigate the asymptotic behaviour of the componentwise maxima for two bivariate skew elliptical triangular arrays with components given in terms of skew transformations of bivariate spherical random vectors. We find the weak limit of the normalized maxima for both cases that the random radius pertaining to the elliptical random vectors is either in the Gumbel or in the Weibull max-domain of attractions.
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