Optimal threshold for Pareto tail modelling in the presence of outliers-Reference-Cited by-同舟云学术

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Optimal threshold for Pareto tail modelling in the presence of outliers

Published:2018-11 Issue: Volume:509 Page:169-180
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Safari Muhammad Aslam Mohd,Masseran Nurulkamal,Ibrahim Kamarulzaman

Funder

Universiti Kebangsaan Malaysia

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference51 articles.

1. Cours d’Economie Politique;Pareto,1896

2. Income distribution and inequality measurement: The problem of extreme values;Cowell;J. Econom.,2007

3. Robust stochastic dominance: A semi-parametric approach;Cowell;J. Econ. Ineq.,2007

4. Power laws in top wealth distributions: evidence from Canada;Ogwang;Empir. Econ.,2011

5. The Gompertz–Pareto income distribution;Figueira;Physica A,2011

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