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arxiv: 1505.03431 · v3 · pith:QE3TAV64new · submitted 2015-05-13 · 📊 stat.ME

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

classification 📊 stat.ME
keywords bivariategaussianarraysasymptoticsdistributedfunctionindependentnon-identically
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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. Some simulation study and real data sets analysis are also presented.

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