Fachbereich: Statistik/Ökonometrie
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The weak Pareto law and regular variation in the tails
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.
Autor
Prof. Dr. rer. pol. Walter Krämer
Thorsten Ziebach
 
ArtikelFachbereichFachrichtung
2005Statistik/ÖkonometrieStatistik
 
Schlagwörter
Pareto law, regular variation, tail probabilities