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- J. Geluk, L. de Haan, S. Resnick
- 1995

Second order regular variation is a reenement of the concept of regular variation which is useful for studying rates of convergence in extreme value theory and asymptotic normality of tail estimators. For a distribution tail 1 ? F which possesses second order regular variation, we discuss how this property is inherited by 1 ? F 2 and 1 ? F 2. We also… (More)

- Jaap Geluk, Qihe Tang
- 2008

In this paper we study the asymptotic behavior of the tail probabilities of sums of dependent and real-valued random variables whose distributions are assumed to be subexponential and not necessarily of dominated variation. We propose two general dependence assumptions under which the asymptotic behavior of the tail probabilities of the sums is the same as… (More)

- Jiusun Zeng, Uwe Kruger, Jaap Geluk, Xun Wang, Lei Xie
- Automatica
- 2014

It has been known for a long time that for bootstrapping the probability distribution of the maximum of a sample consistently, the bootstrap sample size needs to be of smaller order than the original sample size. See Jun Shao and Dongsheng Tu (1995), Ex. 3.9,p. 123. We show that the same is true if we use the bootstrap for estimating an intermediate… (More)

- J. L. Geluk, Liang Peng
- 1999

For samples of random variables with a regularly varying tail estimating the tail index has received much attention recently. For the proof of asymptotic normality of the tail index estimator second order regular variation is needed. In this paper we rst supplement earlier results on convolution given by Geluk et al. (1997). Secondly we propose a simple… (More)

We characterize second order regular variation of the tail sum of F together with a balance condition on the tails in terms of the behaviour of the characteristic function near zero.

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