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On the statistical properties and tail risk of violent conflicts

Author

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  • Cirillo, Pasquale
  • Taleb, Nassim Nicholas

Abstract

We examine statistical pictures of violent conflicts over the last 2000 years, providing techniques for dealing with the unreliability of historical data.

Suggested Citation

  • Cirillo, Pasquale & Taleb, Nassim Nicholas, 2016. "On the statistical properties and tail risk of violent conflicts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 29-45.
    • Handle: RePEc:eee:phsmap:v:452:y:2016:i:c:p:29-45
    DOI: 10.1016/j.physa.2016.01.050
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    References listed on IDEAS

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    1. Cirillo, Pasquale, 2013. "Are your data really Pareto distributed?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5947-5962.
    2. Cederman, Lars-Erik, 2003. "Modeling the Size of Wars: From Billiard Balls to Sandpiles," American Political Science Review, Cambridge University Press, vol. 97(1), pages 135-150, February.
    3. Villaseñor-Alva, José A. & González-Estrada, Elizabeth, 2009. "A bootstrap goodness of fit test for the generalized Pareto distribution," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3835-3841, September.
    4. Peter Wallensteen & Margareta Sollenberg, 2001. "Armed Conflict, 1989-2000," Journal of Peace Research, Peace Research Institute Oslo, vol. 38(5), pages 629-644, September.
    5. Michael Spagat & Andrew Mack & Tara Cooper & Joakim Kreutz, 2009. "Estimating War Deaths," Journal of Conflict Resolution, Peace Science Society (International), vol. 53(6), pages 934-950, December.
    6. Jeffrey A. Friedman, 2015. "Using Power Laws to Estimate Conflict Size," Journal of Conflict Resolution, Peace Science Society (International), vol. 59(7), pages 1216-1241, October.
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    Citations

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    Cited by:

    1. Céline Cunen & Nils Lid Hjort & Håvard Mokleiv Nygård, 2020. "Statistical sightings of better angels: Analysing the distribution of battle-deaths in interstate conflict over time," Journal of Peace Research, Peace Research Institute Oslo, vol. 57(2), pages 221-234, March.
    2. Taleb, Nassim Nicholas, 2020. "On the statistical differences between binary forecasts and real-world payoffs," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1228-1240.
    3. Taleb, Nassim Nicholas & Bar-Yam, Yaneer & Cirillo, Pasquale, 2022. "On single point forecasts for fat-tailed variables," International Journal of Forecasting, Elsevier, vol. 38(2), pages 413-422.
    4. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    5. Nassim Nicholas Taleb & Yaneer Bar-Yam & Pasquale Cirillo, 2020. "On Single Point Forecasts for Fat-Tailed Variables," Papers 2007.16096, arXiv.org.
    6. Nassim Nicholas Taleb, 2019. "On the Statistical Differences between Binary Forecasts and Real World Payoffs," Papers 1907.11162, arXiv.org, revised Dec 2019.
    7. Gleditsch Kristian Skrede, 2017. "Ornithology and Varieties of Conflict: A Personal Retrospective on Conflict Forecasting," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 23(4), pages 1-4, December.
    8. de Valk, Cees, 2016. "A large deviations approach to the statistics of extreme events," Other publications TiSEM 117b3ba0-0e40-4277-b25e-d, Tilburg University, School of Economics and Management.
    9. Varios Autores, 2020. "Víctimas del conflicto armado colombiano," Books, Universidad Externado de Colombia, Facultad de Derecho, number 1173, October.
    10. Auerbach, Jonathan & Wan, Phyllis, 2020. "Forecasting the urban skyline with extreme value theory," International Journal of Forecasting, Elsevier, vol. 36(3), pages 814-828.
    11. Nassim Nicholas Taleb, 2016. "Stochastic Tail Exponent For Asymmetric Power Laws," Papers 1609.02369, arXiv.org, revised Apr 2017.
    12. Brennen T. Fagan & Marina I. Knight & Niall J. MacKay & A. Jamie Wood, 2020. "Change point analysis of historical battle deaths," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(3), pages 909-933, June.
    13. Jamil Civitarese, 0. "Saifedean Ammous, The Bitcoin Standard: The Decentralized Alternative to Central Banking Hoboken, New Jersey: John Wiley & Sons, 2018. xxviii + 304 pages. USD 29.95 (hardcover)," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 0, pages 1-4.
    14. Jamil Civitarese, 2020. "Saifedean Ammous, The Bitcoin Standard: The Decentralized Alternative to Central Banking Hoboken, New Jersey: John Wiley & Sons, 2018. xxviii + 304 pages. USD 29.95 (hardcover)," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 33(3), pages 403-406, September.

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