相关论文: On a property of the inequality curve $\lambda(p)$

In this paper, we introduce reduced-bias estimators for the estimation of the tail index of a Pareto-type distribution. This is achieved through the use of a regularised weighted least squares with an exponential regression model for…

This work presents an empirical study of the evolution of the consumer expenditure distribution in India during 1982-2007. We have used the National Sample Survey Organization data and analysed the expenditure distribution for the urban and…

A survey is given of some Chernoff type bounds for the tail probabilities P(X-EX > a) and P(X-EX < a) when X is a random variable that can be written as a sum of indicator variables that are either independent or negatively related. Most…

We analyze an ideal gas like model of a trading market with quenched random saving factors for its agents and show that the steady state income ($m$) distribution $P(m)$ in the model has a power law tail with Pareto index $\nu$ exactly…

The tail index, indicating the degree of fatness of the tail distribution, is an important component of extreme value theory since it dominates the asymptotic distribution of extreme values such as the sample maximum. In this paper, we…

Following both Ernvall-Mets\"{a}nkyl\"{a} and Ellenberg-Jain-Venkatesh, we study the density of the number of zeroes (i.e. the cyclotomic $\lambda$-invariant) for the $p$-adic zeta-function twisted by a Dirichlet character $\chi$ of any…

We investigate the relation between moments and tails of heavy-tailed (in particular, Pareto-type) distributions. We also discuss the sharpness of our results in a number of examples under certain regularity conditions like log-convexity.…

We study constrained versions of the Ingleton inequality in the entropic setting and quantify its stability under small violations of conditional independence. Although the classical Ingleton inequality fails for general entropy profiles,…

An infinite convergent sum of independent and identically distributed random variables discounted by a multiplicative random walk is called perpetuity, because of a possible actuarial application. We give three disjoint groups of sufficient…

We estimate capital and labor income Pareto exponents across 475 country-year observations that span 52 countries over half a century (1967-2018). We document two stylized facts: (i) capital income is more unequally distributed than labor…

We analyze an ideal gas like models of a trading market. We propose a new fit for the money distribution in the fixed or uniform saving market. For the marketwith quenched random saving factors for its agents we show that the steady state…

Let $X$ be a $n\times p$ matrix with coherence $\mu(X)=\max_{j\neq j'} |X_j^tX_{j'}|$. We present a simplified and improved study of the quasi-isometry property for most submatrices of $X$ obtained by uniform column sampling. Our results…

It has been pointed out by Patriarca et al. (2005) that the power-law tailed equilibrium distribution in heterogeneous kinetic exchange models with a distributed saving parameter can be resolved as a mixture of Gamma distributions…

Modelling excesses over a high threshold using the Pareto or generalized Pareto distribution (PD/GPD) is the most popular approach in extreme value statistics. This method typically requires high thresholds in order for the (G)PD to fit…

We propose a class of weighted least squares estimators for the tail index of a distribution function with a regularly varying upper tail. Our approach is based on the method developed by \cite{Holan2010} for the Parzen tail index.…

In these notes, we explore possible stable properties for the zeta function of a geometric Zp-tower of curves over a finite field of characteristic p, in the spirit of Iwasawa theory. A number of fundamental questions and conjectures are…

Empirical evidence shows stock returns are often heavy-tailed rather than normally distributed. The $\kappa$-generalised distribution, originated in the context of statistical physics by Kaniadakis, is characterised by the…

In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically strongly mixing…

A set of data with positive values follows a Pareto distribution if the log-log plot of value versus rank is approximately a straight line. A Pareto distribution satisfies Zipf's law if the log-log plot has a slope of -1. Since many types…

American income inequality, generally estimated with tax data, in the 20th century is widely recognized to have followed a U-curve, though debates persist over the extent of this curve, specifically regarding how high the peaks are and how…