Second-order regular variation inherited from Laplace–Stieltjes transforms

DOI10.1080/03610926.2014.922990zbMath1345.62035OpenAlexW2187016658MaRDI QIDQ2816439

Lei Hua, Tiantian Mao

Publication date: 22 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.922990

zbMATH Keywords

Laplace transformconvolutionreciprocalKaramata's Tauberian theorem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)

Cites Work

• Unnamed Item
• Unnamed Item
• The second-order version of Karamata's theorem with applications
• Tail order and intermediate tail dependence of multivariate copulas
• Second order regular variation and conditional tail expectation of multiple risks
• Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Dominated variation and related concepts and Tauberian theorems for Laplace transforms
• Second-order properties of risk concentrations without the condition of asymptotic smoothness
• Vector-valued Laplace Transforms and Cauchy Problems
• Asymptotic properties of supercritical branching processes I: The Galton-Watson process
• Regularly varying functions