Elliptical triangular arrays in the max-domain of attraction of Hüsler–Reiss distribution

Abstract: Let be a triangular array of independent bivariate elliptical random vectors. Hüsler and Reiss (1989. Statist. Probab. Lett. 7, 283–286) show that for the particular case that the array is Gaussian, the maxima of this array is in the max-domain of attraction of Hüsler–Reiss distribution function, provided that an asymptotic condition holds for the correlation . In this paper we obtain a similar result for the more general case of elliptical triangular arrays. [Copyright &y& Elsevier]