IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v2y1974i3p243-259.html
   My bibliography  Save this article

Equivalence classes of regularly varying functions

Author

Listed:
  • De Haan, Laurens

Abstract

A useful method to derive limit results for partial maxima and record values of independent, identically distributed random variables is to start from one specific probability distribution and to extend the result for this distribution to a class of distributions.This method involves an extended theory of regularly varying functions. In this paper, equivalence classes of regularly varying functions (in the extended sense) are studied, which is relevant to the problems mentioned above.

Suggested Citation

  • De Haan, Laurens, 1974. "Equivalence classes of regularly varying functions," Stochastic Processes and their Applications, Elsevier, vol. 2(3), pages 243-259, July.
  • Handle: RePEc:eee:spapps:v:2:y:1974:i:3:p:243-259
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(74)90017-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Omey, Edward & Segers, Johan, 2009. "Generalised regular variation of arbitrary order," Working Papers 2009/02, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    2. de Haan, L. & Resnick, S. I., 1979. "Local Limit Theorems for Sample Extremes," Econometric Institute Archives 272194, Erasmus University Rotterdam.
    3. Ipsen, Yuguang & Maller, Ross & Resnick, Sidney, 2020. "Trimmed Lévy processes and their extremal components," Stochastic Processes and their Applications, Elsevier, vol. 130(4), pages 2228-2249.
    4. Saulius Paukštys & Jonas Šiaulys & Remigijus Leipus, 2023. "Truncated Moments for Heavy-Tailed and Related Distribution Classes," Mathematics, MDPI, vol. 11(9), pages 1-15, May.
    5. A. Berlinet & A. Elamine & A. Mas, 2011. "Local linear regression for functional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(5), pages 1047-1075, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:2:y:1974:i:3:p:243-259. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.