The weak Pareto law and regular variation in the tails
AbstractWe show that the weak Pareto law, as used to characterize the tail behaviour of income distributions, implies regularly varying tail probabilities, but that the reverse implication does not hold. We also establish implications among other versions of the weak Pareto law.
How to Cite
Krämer, W., & Ziebach, T. (2004). The weak Pareto law and regular variation in the tails. Statistica, 64(3), 505–510. https://doi.org/10.6092/issn.1973-2201/54