Authors: Krämer, Walter
Ziebach, Thorsten
Title: The Weak Pareto Law and Regular Variation in the Tails
Language (ISO): en
Abstract: We show that the weak Pareto law, as used to characterize the tail behaviour of income distributions, implies regularly varying tail probabilities, but that the reverse implication does not hold. We also establish implications among other versions of the weak Pareto law.
Subject Headings: Pareto law
regular variation
tail probabilities
URI: http://hdl.handle.net/2003/5219
http://dx.doi.org/10.17877/DE290R-5426
Issue Date: 2002
Publisher: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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