On a subclass of regularly varying functions

DOI10.1016/0378-3758(94)00077-8MaRDI QIDQ1890885zbMATH OpenOpenAlexFDO

Authors Edward Omey

Publication date 13 November 1995

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(94)00077-8

zbMATH Keywords

extreme value theoryasymptotic behaviour of the convolution product of functionssubexponential distribution functions

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

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Cites work

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• A unified theory of regularly varying sequences
• Extensions of Regular Variation, I: Uniformity and Quatifiers
• Extensions of Regular Variation, II: Rerpresentations and Indices
• Local limit theorems for sample extremes
• Rates of convergence for densities in extreme value theory
• Second order tail behaviour of a subordinated probability distribution
• Theory prob. appl.
• Uniform rates of convergence in extreme-value theory

Cited in

(21)

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• On the classes of rapidly varying functions
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• Regularly varying functions
• scientific article; zbMATH DE number 4168969 (Why is no real title available?)
• Asymptotically balanced functions and the asymptotic behaviour of the complementary function and the Laplace transform
• Multivariable Regular Variation of Functions and Measures
• An application of regularly varying functions
• Subexponential distribution functions in \(R^{d}\)
• Regularly varying functions in the model \(M|G|1|\infty\)
• Characterization of a general class of tail probability distributions
• On the order of functions at infinity
• A note on Blackwell's renewal theorem
• scientific article; zbMATH DE number 554802 (Why is no real title available?)
• The extended gamma class and applications
• On de Haan's uniform convergence theorem
• Asymptotic behaviour of the convolution tail of distributions each having a first or second order regularly varying tail
• New limit formulas for the convolution of a function with a measure and their applications
• On the convergence to infinity of positive increasing functions
• On functions bounded by Karamata functions
• scientific article; zbMATH DE number 5036113 (Why is no real title available?)

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