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author:

Liao, Xin (Liao, Xin.) [1] | Weng, Zhi Chao (Weng, Zhi Chao.) [2] (Scholars:翁志超) | Peng, Zuo Xiang (Peng, Zuo Xiang.) [3]

Indexed by:

Scopus SCIE CSCD

Abstract:

Let {(xi(ni), eta(ni) ), 1 <= i <= n, n >= 1} be a triangular array of independent bivariate elliptical random vectors with the same distribution function as (S-1, rho S-n(1) + root 1-rho S-2(n)2), rho(n) is an element of(0, 1), where (S-1, S-2) is a bivariate spherical random vector. For the distribution function of radius root S-1(2) + S-2(2) belonging to the max-domain of attraction of the Weibull distribution, the limiting distribution of maximum of this triangular array is known as the convergence rate of rho(n) to 1 is given. In this paper, under the refinement of the rate of convergence of rho(n) to 1 and the second-order regular variation of the distributional tail of radius, precise second-order distributional expansions of the normalized maxima of bivariate elliptical triangular arrays are established.

Keyword:

Bivariate elliptical triangular array maximum second-order expansion second-order regular variation

Community:

  • [ 1 ] [Liao, Xin]Univ Shanghai Sci & Technol, Business Sch, Shanghai 200093, Peoples R China
  • [ 2 ] [Weng, Zhi Chao]Fuzhou Univ, Sch Econ & Management, Fuzhou 350116, Fujian, Peoples R China
  • [ 3 ] [Peng, Zuo Xiang]Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China

Reprint 's Address:

  • [Peng, Zuo Xiang]Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China

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Source :

ACTA MATHEMATICA SINICA-ENGLISH SERIES

ISSN: 1439-8516

CN: 11-2039/O1

Year: 2018

Issue: 7

Volume: 34

Page: 1159-1178

0 . 6 4 4

JCR@2018

0 . 8 0 0

JCR@2023

ESI Discipline: MATHEMATICS;

ESI HC Threshold:68

JCR Journal Grade:3

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 3

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