On the Super-Additivity and Estimation Biases of Quantile Contributions · HackerPapers discussions

On the Super-Additivity and Estimation Biases of Quantile Contributions — mentioned by leto_ii

Thu, 22 Feb 2024 21:00:50 GMT

Ok, the guy is not some Fields medalist, so it depends what you mean by math chops, but here are a few of his papers published in respectable journals that have non negligible math content: https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1707.01370.pdf) https://www.sciencedirect.com/science/article/abs/pii/S03784... https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1405.1791.pdf) https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1505.04722.pdf)…

Paper and discussion history. A mention is not an endorsement.

On the Super-Additivity and Estimation Biases of Quantile Contributions — mentioned by vannevar

Wed, 28 Dec 2016 19:39:08 GMT

Not what I said. I didn't say Piketty was correct, only that your assertion was unsupported by the evidence you presented. FYI, I believe this is the paper you were referring to: https://arxiv.org/pdf/1405.1791.pdf The gist of the paper as far as I can tell is that when sampling fat-tailed distributions, it's easy to 'miss' outliers on the tail that would significantly change the average observed. So in Piketty's historical analysis, the rise in inequality might simply be due to better samples as data becomes easier to get. If you actually read the book, though, it's not clear that data…

Paper and discussion history. A mention is not an endorsement.