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

26 Apr 2016 Liao Xin Peng Zuoxiang

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... (read more)

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  • METHODOLOGY