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A tale of two tails : peakedness properties in inheritance models of evolutionary theory

Ibragimov, Rustam Ju. - In: Journal of evolutionary economics : JEE 18 (2008) 5, pp. 597-613

Persistent link: https://www.econbiz.de/10003765330

Copula-based characterizations for higher order Markov processes

Ibragimov, Rustam Ju. - In: Econometric theory 25 (2009) 3, pp. 819-846

Persistent link: https://www.econbiz.de/10003864192

Efficiency of linear estimators under heavy-tailedness : convolutions of α-symmetric distributions

Ibragimov, Rustam - In: Econometric theory 23 (2007) 3, pp. 501-517

Persistent link: https://www.econbiz.de/10003541265

On the robustness of location estimators in models of firm growth under heavy-tailedness

Ibragimov, Rustam Ju. - In: Journal of econometrics 181 (2014) 1, pp. 25-33

Persistent link: https://www.econbiz.de/10010473439

Measuring Inequality in CIS Countries: Theory and Empirics

Ibragimov, Rustam; Ibragimov, Marat; Khamidov, Rufat - 2010

Distributions of many variables of interest in developed economic and financial markets, including income and wealth, exhibit heavy tails as in the case of Pareto or power laws. Many commonly used income and wealth inequality measures are very sensitive to extremes and outliers generated by...

Persistent link: https://www.econbiz.de/10012311477

Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches

Ibragimov, Rustam; Ibragimov, Marat; Karimov, Jovlon; … - 2012

Empirical analyses on inequality measurement and those in other fields in economics and finance often face the difficulty that the data is correlated, heterogeneous or heavy-tailed in some unknown fashion. The paper focuses on analogues and modifications of the recently developed t-statistic...

Persistent link: https://www.econbiz.de/10012311494