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Higher-order representation of Karamata theorem.

Authors :
Yang, Xi
Xiong, Qian
Peng, Zuoxiang
Source :
Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 8, p2744-2756. 13p.
Publication Year :
2024

Abstract

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. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*EXTREME value theory

Details

Language :
English
ISSN :
03610926
Volume :
53
Issue :
8
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
175723110
Full Text :
https://doi.org/10.1080/03610926.2022.2148473