Higher-order representation of Karamata theorem

被引：0

作者：

Yang, Xi ^{[1
]}

Xiong, Qian ^{[1
]}

Peng, Zuoxiang ^{[1
]}

机构：

[1] Southwest Univ, Sch Math & Stat, Chongqing, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2024年 / 53卷 / 08期

关键词：

Extreme value theory; Karamata theorem; regularly varying function; third-order representation;

D O I：

10.1080/03610926.2022.2148473

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

As an important result in extreme value theory, Karamata theorem provides the integral properties of regularly varying functions. In this paper, the third-order version of Karamata theorem is derived, which is generalization for the known Karamata theorem. Furthermore, analytic expressions for the second and third-order regularly varying function are established.

引用

页码：2744 / 2756

页数：13

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