Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support
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Volume (Year): 20 (2011)
Issue (Month): 4 (November)
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References listed on IDEAS
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- Fabio Clementi & Mauro Gallegati, 2005.
"Power Law Tails in the Italian Personal Income Distribution,"
- Clementi, F. & Gallegati, M., 2005. "Power law tails in the Italian personal income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 427-438.
- F. Clementi & M. Gallegati, 2004. "Power Law Tails in the Italian Personal Income Distribution," Papers cond-mat/0408067, arXiv.org.
- Kotz, Samuel & van Dorp, J. René, 2005. "A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations," Statistics & Probability Letters, Elsevier, vol. 71(4), pages 383-394, March.
- Robert Barsky & John Bound & Kerwin Charles & Joseph Lupton, 2001.
"Accounting for the Black-White Wealth Gap: A Nonparametric Approach,"
NBER Working Papers
8466, National Bureau of Economic Research, Inc.
- Barsky R. & Bound J. & Charles K.K. & Lupton J.P., 2002. "Accounting for the Black-White Wealth Gap: A Nonparametric Approach," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 663-673, September.
- Hahn, Eugene David, 2008. "Mixture densities for project management activity times: A robust approach to PERT," European Journal of Operational Research, Elsevier, vol. 188(2), pages 450-459, July.
- Aban, Inmaculada B. & Meerschaert, Mark M. & Panorska, Anna K., 2006. "Parameter Estimation for the Truncated Pareto Distribution," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 270-277, March.
- Sorin Solomon & Moshe Levy, 2000. "Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in Microscopic Simulation of the LLS Stock Market Model," Papers cond-mat/0005416, arXiv.org.
- van Dorp J.R. & Kotz S., 2002. "The Standard Two-Sided Power Distribution and its Properties: With Applications in Financial Engineering," The American Statistician, American Statistical Association, vol. 56, pages 90-99, May.
- Coelho, Ricardo & Richmond, Peter & Barry, Joseph & Hutzler, Stefan, 2008. "Double power laws in income and wealth distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3847-3851.
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