Geluk, J.; de Haan, L.; Resnick, S.; Starica, C. - In: Stochastic Processes and their Applications 69 (1997) 2, pp. 139-159
Second-order regular variation is a refinement 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...