Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaus

来源 :中国现场统计研究会 | 被引量 : 0次 | 上传用户：to_3000

【摘要】

：

In modeling asymptotically dependent risks,the classical and tractable Gaussian framework is inadequate,since the componentwise maxima of bivariate Gaussian random vectors possess asymptotic independe

【作者】

：

Xin Liao Zuoxiang Peng

【机构】

：

School of Mathematics and Statistics,Southwest University,400715 Chongqing,China

【出处】

：

中国现场统计研究会

【发表日期】

：

2015年3期

【关键词】

：

Bivariate Gaussian random vector Maximum Limiting distribution Second-order expa

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Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaus

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