Von mises-type conditions in second order regular variation

We give a thorough treatment concerning sufficient conditions involving derivatives for extended regular variation of second order. Most of the results are new. A summary of the analogous (known) results for first order extended regular variation is given first

On bootstrap sample size in extreme value theory

It has been known for a long time that for bootstrapping the probability distribution of the maximum of a sample consistently, the bootstrap sample size needs to be of smaller order than the original sample size. See Jun Shao and Dongsheng Tu (1995), Ex. 3.9,p. 123. We show that the same is true if we use the bootstrap for estimating an intermediate quantile