Gini estimation under infinite variance

Summary

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Authors: Andrea Fontanari, Nassim Nicholas Taleb, Pasquale Cirillo

Journal title: Physica A: Statistical Mechanics and its Applications

Journal number: 502

Journal publisher: Elsevier BV

Published year: 2018

Published pages: 256-269

DOI identifier: 10.1016/j.physa.2018.02.102

ISSN: 0378-4371