Year: 2014
Type: preprint
Abstract: Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is caused by regular variation of components of the original random structure. In this paper we build up on previous work and derive results in the multivariate case and in situations where regular variation is not restricted to one particular direction or quadrant.
Source: arXiv (Cornell University)
Institution: University of Tennessee at Knoxville
Language: English
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W4298034696