Size distributions reconsidered
提出一种检验规模分布尾部衰减速度是否快于幂函数的方法，基于Fisher-Tippett极限定理的一个参数，无需完整参数模型，并修正了高阶正则变化导致的偏差，应用于城市和企业规模分布分析。
We consider tests of the hypothesis that the tail of size distributions decays faster than any power function. These are based on a single parameter that emerges from the Fisher–Tippett limit theorem, and discriminate between leading laws considered in the literature without requiring fully parametric models/specifications. We study the proposed tests taking into account the higher order regular variation of the size distribution that can lead to catastrophic distortions. The theoretical bias corrections realign successfully nominal and empirical test behavior, and inform a sensitivity analysis for practical work. The methods are used in an examination of the size distribution of cities and firms.