Abstract
Hidden regular variation requires regular variation on 𝔼 = [0, ∞] d \\ {(0, 0,…, 0)} and another regular variation on the sub-cone , where 𝕃 i is the ith axis. We extend this concept to sub-cones of 𝔼(2) as well. We suggest a procedure for detecting hidden regular variation, and when it exists, propose a method of estimating the limit measure exploiting its semi-parametric structure. We give an example where hidden regular variation yields improved estimates of probabilities of risk sets.
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