The Weak Pareto Law and Regular Variation in the Tails

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.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.identifier.uri	http://hdl.handle.net/2003/5219
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-5426
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

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