Submitted to the Bernoulli Minima and Maxima of Elliptical Triangular Arrays and Spherical Processes
Submitted to the Bernoulli Minima and Maxima of Elliptical Triangular Arrays and Spherical Processes
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发表时间:
2013
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通讯作者:
E. Hashorva
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作者:
E. Hashorva
In this paper we investigate first the asymptotics of the minima of elliptical triangular arrays. Motivated by the findings of Kabluchko (2011) we discuss further the asymptotic behaviour of the maxima of elliptical triangular arrays with marginal df’s in the Gumbel or Weibull max-domain of attraction. We present an application concerning the asymptotics of the maximum and the minimum of independent spherical processes.