The second-order version of Karamata's theorem with applications

DOI10.1016/j.spl.2013.02.006zbMath1287.60067OpenAlexW2070772665MaRDI QIDQ385111

Xuan Leng, Taizhong Hu, Xiaoqing Pan

Publication date: 29 November 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.006

zbMATH Keywords

regular variationextreme value theoryconditional momentKaramata's theoremsecond-order regular variation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70)

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