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Generalized Pareto Curves : Theory and Applications

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Academic year: 2021

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Figure

Figure 1: Generalized Pareto curves of pre-tax national income
Figure 2: Di↵erent concepts of local Pareto exponent
Table I: Mean relative error for different interpolation methods mean percentage gap between estimated
Figure 3: P75 threshold and top 25% share in the United States (1962–2014), estimated using all interpolation methods and a tabulation with p = 10%, 50%, 90%, 99%
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