The weak Pareto law and regular variation in the tails

by Walter Krämer and Thorsten Ziebach

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.

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Year of publication:	2002 ; Version October 2002
Authors:	Krämer, Walter ; Ziebach, Thorsten
Publisher:	Dortmund : SFB 475, Universität Dortmund
Subject:	Pareto law \| regular variation \| tail probabilities \| Disparitätsmaß (STW) \| Theorie (STW) \| Konzentrationsmaß \| Concentration measurement \| Theorie \| Theory

Extent:	Online-Ressource (6 S.)
Series:	Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund. - Dortmund : [Verlag nicht ermittelbar], ZDB-ID 2148058-8. - Vol. 2002,47]
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Notes:	Systemvoraussetzungen: Acrobat Reader Systemvoraussetzungen: GostView
Other identifiers:	hdl:10419/77374 [Handle]
Classification:	C19 - Econometric and Statistical Methods: General. Other ; D31 - Personal Income, Wealth and Their Distributions
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009770918