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Asymptotic behaviors of bivariate Gaussian powered extremes

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 نشر من قبل Zuoxiang Peng
 تاريخ النشر 2016
  مجال البحث
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In this paper, joint asymptotics of powered maxima for a triangular array of bivariate powered Gaussian random vectors are considered. Under the Husler-Reiss condition, limiting distributions of powered maxima are derived. Furthermore, the second-order expansions of the joint distributions of powered maxima are established under the refined Husler-Reiss condition.

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