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Maxima of skew elliptical triangular arrays

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  • Enkelejd Hashorva
  • Chengxiu Ling

Abstract

In this paper, we investigate the asymptotic behavior of the component-wise maxima for two bivariate skew elliptical triangular arrays with components given in terms of skew transformations of bivariate spherical random vectors. We find the weak limit of the normalized maxima for both cases that the random radius pertaining to the elliptical random vectors is either in the Gumbel or in the Weibull max-domain of attractions.

Suggested Citation

  • Enkelejd Hashorva & Chengxiu Ling, 2016. "Maxima of skew elliptical triangular arrays," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(12), pages 3692-3705, June.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3692-3705
    DOI: 10.1080/03610926.2014.906613
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    Cited by:

    1. Xin Lao & Zuoxiang Peng & Saralees Nadarajah, 2023. "Tail Dependence Functions of Two Classes of Bivariate Skew Distributions," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-24, March.
    2. Nadarajah, Saralees, 2016. "Asymptotic expansions for bivariate normal extremes," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 124-133.
    3. Beranger, B. & Padoan, S.A. & Xu, Y. & Sisson, S.A., 2019. "Extremal properties of the multivariate extended skew-normal distribution, Part B," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 105-114.
    4. Weng, Zhichao & Liao, Xin, 2017. "Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 33-43.

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