Gini estimation under infinite variance
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Publication:2149129
DOI10.1016/J.PHYSA.2018.02.102OpenAlexW2725207250MaRDI QIDQ2149129FDOQ2149129
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
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Cited In (7)
- Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
- 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
- Estimating the Gini index for heavy-tailed income distributions
- Novel credibility approaches for Lorenz curve and Gini coefficient estimation
- Asymptotic and bootstrap inference for the generalized Gini indices
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