Are your data really Pareto distributed?
Pasquale Cirillo
Physica A: Statistical Mechanics and its Applications, 2013, vol. 392, issue 23, 5947-5962
Abstract:
Pareto distributions, and power laws in general, have demonstrated to be very useful models to describe very different phenomena, from physics to finance. In recent years, the econophysical literature has proposed a large amount of papers and models justifying the presence of power laws in economic data.
Keywords: Paretianity; Power laws; Zipf plot; Meplot; Graphical tools (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (46)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437113006924
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
Related works:
Working Paper: Are your data really Pareto distributed? (2013) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:392:y:2013:i:23:p:5947-5962
DOI: 10.1016/j.physa.2013.07.061
Access Statistics for this article
Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis
More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().