On regular variation of probability densities

DOI10.1016/0304-4149(87)90191-8MaRDI QIDQ579734zbMATH OpenOpenAlexFDO

Authors Sidney I. Resnick, Laurens De Haan

Publication date 1987

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(87)90191-8

zbMATH Keywords

domains of attractionKaramata- type representationlimiting behaviour of extremesmultidimensional regular variationstable attractionuniformity condition

Mathematics Subject Classification ID

Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Special properties of functions of several variables, Hölder conditions, etc. (26B35) Central limit and other weak theorems (60F05)

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Cites work

• A bivariate stable characterization and domains of attraction
• Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
• Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
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• Integrals and derivatives of regularly varying functions in R^ n and domains of attraction of stable distributions. II
• Limit theory for multivariate sample extremes
• Local limit theorems for sample extremes
• On limiting laws for the convex hull of a sample
• On the observation closest to the origin
• Point processes, regular variation and weak convergence
• The convex hull of a random sample in

Cited in

(25)

• On domains of attraction of multivariate extreme value distributions under absolute continuity
• Multivariate regular variation of discrete mass functions with applications to preferential attachment networks
• Regular variation of a random length sequence of random variables and application to risk assessment
• Regular dependence of total variation on parameters
• Multivariate R-O varying measures. II: Individual bounds
• A characterization of multivariate regular variation.
• Asymptotic behavior of common connections in sparse random networks
• Higher order tail densities of copulas and hidden regular variation
• Strong law of large numbers for unions of random closed sets
• Toward a copula theory for multivariate regular variation
• The Extremal Dependence Measure and Asymptotic Independence
• scientific article; zbMATH DE number 4151504 (Why is no real title available?)
• Regularly varying probability densities
• scientific article; zbMATH DE number 1020692 (Why is no real title available?)
• On the foundations of multivariate heavy-tail analysis
• On a conjecture of Seneta on regular variation of truncated moments
• Estimation of extreme risk regions under multivariate regular variation
• Testing the Multivariate Regular Variation Model
• Conditional Extremes in Asymmetric Financial Markets
• Cross-validation on extreme regions
• On regression in extreme regions
• Inference for bivariate extremes via a semi-parametric angular-radial model
• Extreme value techniques for stress scenario selection under elliptical symmetry and beyond
• Weak signals and heavy tails: learning theory meets extreme value analysis
• Modeling multimodal bivariate extreme values: theory, estimation, and applications

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