Closure properties of the second-order regular variation under convolutions
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Publication:2980046
DOI10.1080/03610926.2014.985843zbMath1360.60099OpenAlexW2527264154MaRDI QIDQ2980046
Tiantian Mao, Qing Liu, Taizhong Hu
Publication date: 27 April 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.985843
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Related Items (5)
Flexible multivariate Hill estimators ⋮ Second-order properties of tail probabilities of sums and randomly weighted sums ⋮ The closure property of 2RV under random sum ⋮ THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS ⋮ Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model
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