The second-order version of Karamata’s theorem with applications

Xiaoqing Pan, Xuan Leng and Taizhong Hu

Statistics & Probability Letters, 2013, vol. 83, issue 5, 1397-1403

Abstract: Karamata’s theorem is well known, which examines the integral properties of regular variation functions. In this paper, we obtain the second-order version of Karamata’s theorem, and give its one application in characterizing the second-order regular variation property of a survival function in terms of conditional moments.

Keywords: Conditional moment; Extreme value theory; Karamata’s theorem; Regular variation; Second-order regular variation (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.02.006

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