Pareto and Generalized Pareto Distributions

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Bayesian structured additive distributional regression with an application to regional income inequality in Germany (2015, background): “Next to its theoretical appeal from an economic perspective [see Arnold (2008), page 122], it has the advantage that it makes the vast statistical inference machinery built around Gaussian regression available to researchers. However, Atkinson (1975) and others have noted that, at least for the aggr”
WEALTH INEQUALITY: A SURVEY (2015, unknown): “The upper tail of income and wealth distributions are commonly described by the Pareto Type I (or “power law”) distribution (Arnold 2008, Maccabelli 2009). The key characteristic of the distribution introduced by Pareto (1895) is the linear relationship between the logarithm of the proportion pw of ”
Pareto Models, Top Incomes, and Recent Trends in UK Income Inequality (2017, unknown): “For example, survey-based estimates of the share of total income held by the top 1% are several percentage points less than the estimates from tax return data according to the analysis of Atkinson et al. (2011) and Burkhauser (2012) for the USA. Put differently, fitting a parametric upper tail may o”