rank size regression

On Zipf’s law and the bias of Zipf regressions

City size distributions are not strictly Pareto, but upper tails are rather Pareto like (i.e. tails are regularly varying). We examine the properties of the tail exponent estimator obtained from ordinary least squares (OLS) rank size regressions …

Top Incomes, Heavy Tails, and Rank-Size Regressions

In economics, rank-size regressions provide popular estimators of tail exponents of heavy-tailed distributions. We discuss the properties of this approach when the tail of the distribution is regularly varying rather than strictly Pareto. The …