The second-order version of Karamata's theorem with applications
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Publication:385111
DOI10.1016/j.spl.2013.02.006zbMath1287.60067MaRDI QIDQ385111
Xuan Leng, Taizhong Hu, Xiaoqing Pan
Publication date: 29 November 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.006
regular variation; extreme value theory; conditional moment; Karamata's theorem; second-order regular variation
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G70: Extreme value theory; extremal stochastic processes
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