General inverse problems for regular variation
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Abstract: Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is caused by regular variation of components of the original random structure. In this paper we build up on previous work and derive results in the multivariate case and in situations where regular variation is not restricted to one particular direction or quadrant.
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Cites work
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- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 3538605 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 3399886 (Why is no real title available?)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
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Cited in
(7)- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
- Generalized Hausdorff inverse moment problem
- Homogeneous mappings of regularly varying vectors
- On the regular decomposition of the inverse gravimetric problem in non-\(L^2\) spaces
- Extremes of aggregated Dirichlet risks
- Diagonal Minkowski classes, zonoid equivalence, and stable laws
- Properties of the random effect transformation
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