Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays

preprint2016arXivOpen access

Abstract

In this paper, joint limit distributions of maxima and minima on independent and non-identically distributed bivariate Gaussian triangular arrays is derived as the correlation coefficient of iith vector of given nnth row is the function of i/ni/n. Furthermore, second-order expansions of joint distributions of maxima and minima are established if the correlation function satisfies some regular conditions.

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