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Let {(ξni, ηni), 1 ≤ i ≤ n, n ≥ 1} be a triangular array of independent bivariate elliptical random vectors with the same distribution function as (S1,ρnS1+1−ρn2S2),ρn∈(0,1), where (S1, S2) is a bivariate spherical random vector. For the distribution function of radius S12+S22 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 ρn to 1 is given. In this paper, under the refinement of the rate of convergence of ρn 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. © 2018, Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag GmbH Germany, part of Springer Nature.
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Acta Mathematica Sinica, English Series
ISSN: 1439-8516
Year: 2018
Issue: 7
Volume: 34
Page: 1159-1178
0 . 6 4 4
JCR@2018
0 . 8 0 0
JCR@2023
ESI HC Threshold:68
JCR Journal Grade:3
CAS Journal Grade:4
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