Higher-order representation of Karamata theorem
From MaRDI portal
Publication:6541111
DOI10.1080/03610926.2022.2148473MaRDI QIDQ6541111FDOQ6541111
Authors: Xi Yang, Qian Xiong, Zuoxiang Peng
Publication date: 17 May 2024
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Cites Work
- Extreme value theory. An introduction.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Second-order regular variation, convolution and the central limit theorem
- A generalization of Karamata’s theorem on the asymptotic behavior of integrals
- The second-order version of Karamata's theorem with applications
- Estimation of the third-order parameter in extreme value statistics
- Rapid variability and Karamata’s integral theorem
- Third order extended regular variation
- Reduced-bias estimator of the conditional tail expectation of heavy-tailed distributions
- Sur un mode de croissance régulière des functions.
- Detecting tail risk differences in multivariate time series
- Second-order regular variation inherited from Laplace-Stieltjes transforms
- Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models
This page was built for publication: Higher-order representation of Karamata theorem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541111)