arXiv 1505.034312015-05stat.ME

Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaussian triangular arrays

Xin Liao, Zuoxiang Peng

备注：: 19 pages, 8 figures

英文摘要：

In this paper, we establish the first and the second-order asymptotics of distributions of normalized maxima of independent and non-identically distributed bivariate Gaussian triangular arrays, where each vector of the $n$th row follows from a bivariate Gaussian distribution with correlation coefficient being a monotone continuous function of $i/n$. Furthermore, parametric inference for this unknown function is studied. Some simulation study and real data sets analysis are also presented.

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