# On the Super-Additivity and Estimation Biases of Quantile Contributions

@article{Taleb2014OnTS, title={On the Super-Additivity and Estimation Biases of Quantile Contributions}, author={Nassim Nicholas Taleb and Raphael Douady}, journal={Physica A-statistical Mechanics and Its Applications}, year={2014}, volume={429}, pages={252-260} }

## 19 Citations

Gini Estimation Under Infinite Variance

- MathematicsPhysica A: Statistical Mechanics and its Applications
- 2018

How to (Not) Estimate Gini Coefficients for Fat Tailed Variables

- Economics
- 2015

Direct measurements of Gini coefficients by conventional arithmetic calculations are a poor estimator, even if paradoxically, they include the entire population, as because of super-additivity they…

How to (not) estimate Gini indices for fat tailed variables

- Economics
- 2016

Abstract—Direct measurements of Gini index by conventional arithmetic calculations are poor estimators, even if paradoxically, they include the entire population, as because of super-additivity they…

Gini and undercoverage at the upper tail: a simple approximation

- EconomicsInternational Tax and Public Finance
- 2021

This paper investigates the impact of top-distribution undercoverage on the Gini coefficient. First, we show that failing to correct for underreporting and nonresponse at the top does not necessarily…

The weight of the rich: improving surveys using tax data

- EconomicsThe Journal of Economic Inequality
- 2022

It is generally accepted that household surveys fail to accurately portray the top tail of the income distribution. Indeed, studies based on tax data challenge the credibility of surveys as a source…

The capital share and income inequality: Increasing gaps between micro and macro-data

- EconomicsThe Journal of Economic Inequality
- 2021

In this paper, I study how the contrasting coverage of labour and capital incomes affects inequality estimates. I use national accounts as a benchmark to evaluate the scope of household surveys, for…

Reconstructing Income Inequality in Italy: New Evidence and Tax Policy Implications from Distributional National Accounts

- Economics
- 2022

This work reconstructs novel series on income distribution in Italy combining survey data, tax data and National Accounts both at the national and regional levels, and it analyzes the overall…

Earnings distributions of scalable vs. non-scalable occupations

- PsychologyPhysica A: Statistical Mechanics and its Applications
- 2020

Generalized Pareto Curves: Theory and Applications

- EconomicsReview of Income and Wealth
- 2017

We define generalized Pareto curves as the curve of inverted Pareto coefficients b(p), where b(p) is the ratio between average income or wealth above rank p and the p-th quantile Q(p) (i.e. b(p) =…

Top Incomes in Chile: A Historical Perspective on Income Inequality, 1964–2017

- EconomicsReview of Income and Wealth
- 2019

This paper presents a historical series of Chilean top income shares over a period of almost half a century, mostly using data from tax statistics and national accounts. We distinguish between…

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