The Weak Pareto Law and Regular Variation in the Tails

Full metadata record

DC Field	Value	Language
dc.contributor.author	Krämer, Walter	de
dc.contributor.author	Ziebach, Thorsten	de
dc.date.accessioned	2004-12-06T18:50:01Z	-
dc.date.available	2004-12-06T18:50:01Z	-
dc.date.issued	2002	de
dc.identifier.uri	http://hdl.handle.net/2003/5219	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-5426	-
dc.description.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.	en
dc.format.extent	186450 bytes	-
dc.format.extent	67440 bytes	-
dc.format.mimetype	application/pdf	-
dc.format.mimetype	application/postscript	-
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject	Pareto law	en
dc.subject	regular variation	en
dc.subject	tail probabilities	en
dc.subject.ddc	310	de
dc.title	The Weak Pareto Law and Regular Variation in the Tails	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access	-
Appears in Collections:	Sonderforschungsbereich (SFB) 475

Files in This Item:

File	Description	Size	Format
47_02.pdf	DNB	65.86 kB	Adobe PDF	View/Open
tr47-02.ps		182.08 kB	Postscript	View/Open

This item is protected by original copyright

Show simple item record

This item is protected by original copyright rightsstatements.org