On the super-additivity and estimation biases of quantile contributions

Physica A: Statistical Mechanics and its Applications

Volumn 429, Issue , 2015, Pages 252-260

  Taleb, Nassim Nicholas ^a   Douady, Raphael ^b  

^a POLYTECHNIC UNIVERSITY   (United States)

^b Centre National de la Recherche Scientifique   (France)

Author keywords

Concentration measure; Estimation bias; Law of large number; Measure of inequality; Power law; Quantile contribution

Indexed keywords

PHYSICS;

CONCENTRATION MEASURES; ESTIMATION BIAS; LAW OF LARGE NUMBERS; MEASURE OF INEQUALITY; POWER-LAW; QUANTILE CONTRIBUTION;

POPULATION STATISTICS;

EID: 84925354017     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2015.02.038     Document Type: Article

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