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Search: subject:"Weissman estimator"
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Heavy-tailed distributions
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Hill estimator
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Weissman estimator
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conditional tail expectation
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extreme value theory
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inequality measures
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Greselin, Francesca
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Pasquazzi, Leo
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Estimation of Zenga's new index of economic inequality in heavy tailed populations
Greselin, Francesca
;
Pasquazzi, Leo
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Volkswirtschaftliche Fakultät, …
-
2011
is based on the
Weissman
estimator
for high quantiles. We will show that, under fairly general conditions, it has …
Persistent link: https://www.econbiz.de/10009644149
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