{"paper":{"title":"Hidden Regular Variation: Detection and Estimation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","q-fin.RM","stat.TH"],"primary_cat":"math.PR","authors_text":"Abhimanyu Mitra, Sidney I. Resnick","submitted_at":"2010-01-27T22:55:11Z","abstract_excerpt":"Hidden regular variation defines a subfamily of distributions satisfying multivariate regular variation on $\\mathbb{E} = [0, \\infty]^d \\backslash \\{(0,0, ..., 0) \\} $ and models another regular variation on the sub-cone $\\mathbb{E}^{(2)} = \\mathbb{E} \\backslash \\cup_{i=1}^d \\mathbb{L}_i$, where $\\mathbb{L}_i$ is the $i$-th axis. We extend the concept of hidden regular variation to sub-cones of $\\mathbb{E}^{(2)}$ as well. We suggest a procedure for detecting the presence of hidden regular variation, and if it exists, propose a method of estimating the limit measure exploiting its semi-parametri"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1001.5058","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}