On regular variation of probability densities

DOI10.1016/0304-4149(87)90191-8MaRDI QIDQ579734zbMATHOpenAlexFDO

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

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

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• Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
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Cites work

• scientific article; zbMATH DE number 3172146 (Why is no real title available?)
• scientific article; zbMATH DE number 4052784 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• 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 \({\mathbb{R}}^ d\)
• 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

(20)

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

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