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author:

Liao, X. (Liao, X..) [1] | Weng, Z.C. (Weng, Z.C..) [2] | Peng, Z.X. (Peng, Z.X..) [3]

Indexed by:

Scopus CSCD

Abstract:

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.

Keyword:

60F05; 60F15; 60G70; 62E20; Bivariate elliptical triangular array; maximum; second-order expansion; second-order regular variation

Community:

  • [ 1 ] [Liao, X.]Business School, University of Shanghai for Science and Technology, Shanghai, 200093, China
  • [ 2 ] [Weng, Z.C.]School of Economics and Management, Fuzhou University, Fujian, 350116, China
  • [ 3 ] [Peng, Z.X.]School of Mathematics and Statistics, Southwest University, Chongqing, 400715, China

Reprint 's Address:

  • [Peng, Z.X.]School of Mathematics and Statistics, Southwest UniversityChina

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Source :

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

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: 0

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