The asymptotic distribution of maxima in bivariate samples

The joint distribution (as n tends to infinity) of the maxima of a sample of n independent observations of a bivariate random variable (X,Y) is studied. A method is developed for deriving the asymptotic distribution of the maxima, assuming that X and Y possess asymptotic extreme-value distributions and that the probability element dF(x,y) can be expanded in a canonical series. Applied both to the bivariate normal distribution and to the bivariate gamma and compound correlated bivariate Poisson distributions, the method shows that maxima from all these distributions are asymptotically uncorrelated.