摘要：Second order conditions ruling the rate of convergence in any first order condition
involving regular variation and assuring a unified extreme value limiting distribution
function for the sequence of maximum values, linearly normalized, have appeared
in several contexts whenever researchers are working either with a general tail, i.e.,
∈ R, or with heavy tails, with an extreme value index > 0. In this paper we
shall clarify the link between the second order parameters, say and e that have
appeared in the two above mentioned set-ups, i.e., for a general tail and for heavy
tails, respectively. We illustrate the theory with some examples and, for heavy tails,
we provide a link with a third order framework
关键词：extreme value index; regular variation; semi-parametric estimation.
