2024.11.17

周玮 & Peng, Z. (2017). Asymptotic behavior of bivariate Gaussian powered extremes. Journal of Mathematical Analysis and Applications, 455, 923-938.

In this paper, joint asymptotics of powered maxima for a triangular array of bivariate Gaussian random vectors are considered. Under the Hüsler–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 Hüsler–Reiss condition.

Asymptotic behavior of bivariate Gaussian powered extremes, Journal of Mathematical Analysis and Applications, Vol. 455, pp.pdf下载

搜索

Zhang, S., Guo, B., Dong, A., 何婧, Xu, Z., & Chen, S. X. (2017). Cautionary tales on air-quality improvement in Beijing. Proceedings of the Royal Society A, 473, 20170457.

2024.11.17

Chen, X., Deng, C., He, S., Wu, R., & 张佳 (2024). High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion. Statistics and Computing, 34, 86.

2024.11.24

周玮, & Ling, C. (2016). Higher-order expansions of powered extremes of normal samples. Statistics & Probability Letters, 111, 12-17.

2024.11.16

常晋源, Yao, Q., & Zhou, W. (2017). Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104, 111-127.

2024.11.17

常晋源, Tang, C. Y., & Wu, Y. (2013). Marginal empirical likelihood and sure independence feature screening. Annals of statistics, 41. 2123-2148.

2024.11.13

常晋源, Shao, Q. M., & Zhou, W. X. (2016). Cramér-type moderate deviations for Studentized two-sample U-statistics with applications. The Annals of Statistics, 44, 1931-1956.

2024.11.16

常晋源团队

返回

周玮 & Peng, Z. (2017). Asymptotic behavior of bivariate Gaussian powered extremes. Journal of Mathematical Analysis and Applications, 455, 923-938.

搜索

热门推荐

Zhang, S., Guo, B., Dong, A., 何婧, Xu, Z., & Chen, S. X. (2017). Cautionary tales on air-quality improvement in Beijing. Proceedings of the Royal Society A, 473, 20170457.

Chen, X., Deng, C., He, S., Wu, R., & 张佳 (2024). High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion. Statistics and Computing, 34, 86.

周玮, & Ling, C. (2016). Higher-order expansions of powered extremes of normal samples. Statistics & Probability Letters, 111, 12-17.

常晋源, Yao, Q., & Zhou, W. (2017). Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104, 111-127.

常晋源, Tang, C. Y., & Wu, Y. (2013). Marginal empirical likelihood and sure independence feature screening. Annals of statistics, 41. 2123-2148.

常晋源, Shao, Q. M., & Zhou, W. X. (2016). Cramér-type moderate deviations for Studentized two-sample U-statistics with applications. The Annals of Statistics, 44, 1931-1956.

返回

周玮 & Peng, Z. (2017). Asymptotic behavior of bivariate Gaussian powered extremes. Journal of Mathematical Analysis and Applications, 455, 923-938.

搜索

热门推荐

Zhang, S., Guo, B., Dong, A., 何婧, Xu, Z., & Chen, S. X. (2017). Cautionary tales on air-quality improvement in Beijing. Proceedings of the Royal Society A, 473, 20170457.

Chen, X., Deng, C., He, S., Wu, R., & 张佳 (2024). High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion. Statistics and Computing, 34, 86.

周玮, & Ling, C. (2016). Higher-order expansions of powered extremes of normal samples. Statistics & Probability Letters, 111, 12-17.

常晋源, Yao, Q., & Zhou, W. (2017). Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104, 111-127.

常晋源, Tang, C. Y., & Wu, Y. (2013). Marginal empirical likelihood and sure independence feature screening. Annals of statistics, 41. 2123-2148.

常晋源, Shao, Q. M., & Zhou, W. X. (2016). Cramér-type moderate deviations for Studentized two-sample U-statistics with applications. The Annals of Statistics, 44, 1931-1956.

菜单导航