Robust estimation of the Pareto index: A Monte Carlo Analysis
Year of publication: |
2013
|
---|---|
Authors: | Brzeziński, Michał |
Institutions: | Wydział Nauk Ekonomicznych, Uniwersytet Warszawski |
Subject: | Pareto distribution | Pareto index | power-law distribution | robust estimation | Monte Carlo simulation | small-sample performance |
-
Robust estimation of the Pareto tail index : a Monte Carlo analysis
Brzezinski, Michal, (2016)
-
Robust Estimation of the Pareto Index : A Monte Carlo Analysis
Brzezinski, Michal, (2014)
-
Maximum Non-Extensive Entropy Block Bootstrap for Non-Stationary Processes
Bergamelli, Michele, (2015)
- More ...
-
Inequality of opportunity in Europe before and after the Great Recession
Brzeziński, Michał, (2015)
-
Parametric modelling of income distribution in Central and Eastern Europe
Brzeziński, Michał, (2013)
-
Empirical modeling of the impact factor distribution
Brzeziński, Michał, (2014)
- More ...