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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.
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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
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ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 3
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