The second-order version of Karamata’s theorem with applications-Reference-Cited by-同舟云学术

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

Published:2013-05 Issue:5 Volume:83 Page:1397-1403
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Pan Xiaoqing,Leng Xuan,Hu Taizhong

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference11 articles.

1. Regular Variation;Bingham,1987

2. Extreme value behavior of aggregate dependent risks;Chen;Insurance: Mathematics & Economics,2012

3. Extreme Value Theory;de Haan,2006

4. On smooth statistical tail functionals;Drees;Scandinavian Journal of Statistics,1998

5. Modelling Extremal Events for Finance and Insurance;Embrechts,1997

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Higher-order representation of Karamata theorem;Communications in Statistics - Theory and Methods;2022-11-21

2. SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL;Econometric Theory;2022-08-03

3. Extreme Conditional Tail Moment Estimation under Serial Dependence;Journal of Financial Econometrics;2018-07-25

4. Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models;Journal of Business & Economic Statistics;2018-06-14

5. Detecting Tail Risk Differences in Multivariate Time Series;Journal of Time Series Analysis;2018-03-13

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