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H-R模型极端顺序统计量密度函数的收敛性

Asymptotics of Density of Extreme Order Statistics on H-R Model
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摘要 证明了在Hüsler-Reiss条件下,二维高斯序列极大值分布密度函数的收敛性,进而通过细化Hüsler-Reiss条件建立了此密度函数的高阶展开. In this paper,under Hüsler-Reiss condition the convergence of density of extreme from a bivariate Gaussian triangular arrays was derived.Furthermore,the higher-order expansions of the considered density were established provided that the refined Hüsler-Reiss conditions hold.
作者 鲁盈吟 彭作祥
机构地区 西南大学数学与统计学院
出处 《西南大学学报（自然科学版）》 CAS CSCD 北大核心 2016年第9期123-129,共7页 Journal of Southwest University(Natural Science Edition)
基金 国家自然科学基金项目(11171275) 中央高校基本科研业务费专项资金资助项目(XDJK2016E117) 重庆市研究生科研创新项目(CYS16046)
关键词 二维高斯三角阵 密度函数收敛 高阶展开 Hüsler-Reiss条件 bivariate Gaussian triangular array density convergence higher-order expansion Hüsler-Reiss condition
分类号 O211.4 [理学—概率论与数理统计]
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参考文献11

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二级参考文献21

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共引文献11

西南大学学报（自然科学版）
2016年 第9期

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