The Pareto-Levy Law and the Distribution of Income

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A model for distribution of high-tax payers
A maximum relative entropy principle for distribution of personal inc.Ome with derivations of several known inc.Ome distributions
Random disturbance and diversity of competitive systems
Likelihood-free Bayesian inference for \(\alpha\)-stable models
Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
Scaling behavior in land markets
Simple tail index estimation for dependent and heterogeneous data with missing values
Estimation of the maximal moment exponent with censored data
Basic kinetic wealth-exchange models: common features and open problems
Agent based models for wealth distribution with preference in interaction
Strategy for investments from Zipf law(s)
Geometrical properties of Pareto distribution.
THE WEALTH DISTRIBUTION MODEL WITH THE KICKBACK RATE
Monte Carlo inference in econometric models with symmetric stable disturbances
Turing Pattern Dynamics in an SI Epidemic Model with Superdiffusion
Modeling of Herding and Wealth Distribution in Large Markets
On the super-additivity and estimation biases of quantile contributions
Thermodynamics of inequalities: from precariousness to economic stratification
Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution
On Solvability of one Class of Nonlinear Integral-differential Equation with Hammerstein Non-compact Operator Arising in a Theory of Income Distribution
Approximate studentization for Pareto distribution with application to censored data
Boltzmann-like income distribution in low and middle income classes: evidence from the United Kingdom
Sociophysics of income distributions modeled by deformed fermi-dirac distributions
A model for distribution of high-tax payers.
Statistical choice of extreme value domains of attraction — a comparative analysis
On a minimum distance procedure for threshold selection in tail analysis
A distribution of extreme inequality with applications to conflict behavior: A geometric derivation of the Pareto distribution
Characterization of weak convergence of probability-valued solutions of general one-dimensional kinetic equations
Modeling growth stocks via birth-death processes
Income modeling with the Weibull mixtures
Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle
Exact and approximate expressions for the reliability of stable Lévy random variables with applications to stock market modelling
Transfer potentials shape and equilibrate monetary systems
The generalised beta as a model for the distribution of earnings
Earnings distributions of scalable vs. non-scalable occupations
LÉVY-STABLE PRODUCTIVITY SHOCKS
Recent results in applications and processing of -stable-distributed time series
Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States
Validating and calibrating agent-based models: a case study
Mobility and volatility: what is behind the rising income inequality in the United States
Systems of frequency distributions for water and environmental engineering
Pseudodifferential equation of fluctuations of nonstationary gravitational fields
Transport equation evaluation of coupled continuous time random walks
Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
On the estimation of the heavy-tail exponent in time series using the max-spectrum
A formal derivation of Heaps' law
Income distribution, Pareto laws and regular variation
Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system
Incomplete market dynamics and cross-sectional distributions
A stochastic model of discussion
Stochastic bifurcation for a tumor-immune system with symmetric Lévy noise
Detection of changes in a random financial sequence with a stable distribution
On a kinetic model for a simple market economy
On steady distributions of kinetic models of conservative economies
The Distribution of Sums of Certain I.I.D. Pareto Variates
A generalized statistical model for the size distribution of wealth
Strong, weak and false inverse power laws
The Nash product is a utility representation of the Pareto ordering
Nonlinear Boltzmann equation for the homogeneous isotropic case: minimal deterministic \texttt{Matlab} program
Logarithmically homogeneous preferences
Classification of stochastic processes by convolutional neural networks
Fractional holographic dark energy
Structural probability bounds for the strong Pareto law
A review of power laws in real life phenomena
The Pareto law of incomes - an explanation and an extension
Pseudodifferential local interaction equation for moving objects
Estimation of the pareto shape parameter
A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by \(\alpha\)-stable white noise
A new \(\kappa\)-deformed parametric model for the size distribution of wealth
MULTIFRACTAL CHARACTERIZATION OF SPATIAL INCOME CURDLING: THEORY AND APPLICATIONS
Convex ordering criteria for Lévy processes
ON THE COMMON SCALE PARAMETER OF SEVERAL PARETO POPULATIONS IN CENSORED SAMPLES
First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise
A note on strong convergence rates in nonparametric regression
A new Pareto-type distribution with applications in reliability and income data
Why does the power law for stock price hold?
The Cauchy problem and distribution of local fluctuations of one Riesz gravitational field
An Estimator of the Exponent of Regular Variation Based on K-Record Values
Holtsmark fluctuations of nonstationary gravitational fields
On the estimation of the Pareto law from under-reported data
Unraveling chaotic attractors by complex networks and measurements of stock market complexity
A general model of forager search: adaptive encounter-conditional heuristics outperform Lévy flights in the search for patchily distributed prey
Regression models for positive random variables
On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
Clustering and the efficient use of cognitive resources
Local prelimit theorems and their applications to finance

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