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Tail Index

Author

Listed:
  • Richard S.J. Tol

    (Department of Economics, University of Sussex)

Programming Language

Matlab

Abstract

Matlab functions to estimate the tail index, the parameter of the Pareto distribution.

Suggested Citation

  • Richard S.J. Tol, 2020. "Tail Index," Economics Software Archive 0120, Department of Economics, University of Sussex Business School.
    • Handle: RePEc:sus:susesa:0120
    as

    Download full text from publisher

    File URL: https://github.com/rtol/TailIndex
    Download Restriction: no
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    More about this item

    Keywords

    Matlab;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions

    Statistics

    Access and download statistics

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