Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization

摘要

In this paper, we study second order expansions of distributions of maxima ofbivariate Gaussian triangular arrays under power normalization. Numericalanalysis are given to compare the asymptotic behaviors under powernormalization with the asymptotic behaviors under linear normalization derivedby Hashorva et al. (2016).