On the super-additivity and estimation biases of quantile contributions

DOI10.1016/j.physa.2015.02.038zbMath1402.62055arXiv1405.1791OpenAlexW3123957205WikidataQ56456021 ScholiaQ56456021MaRDI QIDQ1618424

Nassim Nicholas Taleb, Raphaël Douady

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.1791

zbMATH Keywords

power lawestimation biaslaw of large numberconcentration measuremeasure of inequalityquantile contribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Probability distributions: general theory (60E05) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Earnings distributions of scalable vs. non-scalable occupations ⋮ Gini estimation under infinite variance

Cites Work

• Generating systems and properties of income distribution models
• On testing the extreme value index via the POT-method
• Inequality Measures between Income Distributions with Applications
• The Pareto-Levy Law and the Distribution of Income

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