196 citations · 544 across the 24 of their papers we have counts for
Showing 2015Show all
3 papers · 1 filter
q-fin.ST2015
How to (Not) Estimate Gini Coefficients for Fat Tailed Variables
Nassim Nicholas Taleb
Direct measurements of Gini coefficients by conventional arithmetic calculations are a poor estimator, even if paradoxically, they include the entire population, as because of supe…
stat.AP2015
On the shadow moments of apparently infinite-mean phenomena
Nassim Nicholas Taleb, Pasquale Cirillo
We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of p…
stat.AP2015★ 101 cited
On the statistical properties and tail risk of violent conflicts
Pasquale Cirillo, Nassim Nicholas Taleb
We examine statistical pictures of violent conflicts over the last 2000 years, finding techniques for dealing with incompleteness and unreliability of historical data. We introduce…