Gini estimation under infinite variance

Physica A: Statistical Mechanics and its Applications 2018 / 2

Gini estimation under infinite variance

Fontanari, Andrea, Taleb, Nassim Nicholas, Cirillo, Pasquale
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Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2018.02.102
Date:
February, 2018
File:
PDF, 456 KB
english, 2018
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