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

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.

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Year of publication:	2013
Authors:	Pan, Xiaoqing ; Leng, Xuan ; Hu, Taizhong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 5, p. 1397-1403
Publisher:	Elsevier
Subject:	Conditional moment \| Extreme value theory \| Karamata’s theorem \| Regular variation \| Second-order regular variation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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