Generalized Pareto Curves: Theory and Applications
Generalized Pareto Curves: Theory and Applications
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Publisher
Oxford: Blackwell Publishing Ltd
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Language
English
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Oxford: Blackwell Publishing Ltd
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We define generalized Pareto curves as the curve of inverted Pareto coefficients b(p), where b(p) is the ratio between average income above rank p and the p‐th quantile Q(p) (i.e., b(p)=E[X|X>Q(p)]/Q(p)). We use them to characterize income distributions. We develop a method to flexibly recover a continuous distribution based on tabulated income dat...
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Full title
Generalized Pareto Curves: Theory and Applications
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TN_cdi_hal_primary_oai_HAL_halshs_03760338v1
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_hal_primary_oai_HAL_halshs_03760338v1
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ISSN
0034-6586
E-ISSN
1475-4991
DOI
10.1111/roiw.12510
