Gini estimation under infinite variance

DOI10.1016/j.physa.2018.02.102MaRDI QIDQ2149129

Nassim Nicholas Taleb, Pasquale Cirillo, Andrea Fontanari

Publication date: 28 June 2022

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

Full work available at URL: https://arxiv.org/abs/1707.01370

zbMATH Keywords

size distribution; extremes; \(\alpha\)-stable distribution; inequality measure; gini index

Mathematics Subject Classification ID

82-XX: Statistical mechanics, structure of matter

Related Items

On a new class of continuous indices of inequality, Earnings distributions of scalable vs. non-scalable occupations, Measuring income inequality: a robust semi-parametric approach

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