Open AccessRank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
Author(s) -
Xavier Gabaix,
Рустам Ибрагимов
Publication year - 2007
Language(s) - English
Resource type - Reports
DOI - 10.3386/t0342
Subject(s) - simple (philosophy) , rank (graph theory) , estimation , statistical physics , mathematics , statistics , econometrics , combinatorics , physics , economics , philosophy , management , epistemology