A penalised bootstrap estimation procedure for the explained Gini coefficient

DOI10.1214/23-EJS2200MaRDI QIDQ6200878zbMATH OpenOpenAlexWikidataFDO

Authors Alexandre Jacquemain, Cedric Heuchenne, Eugen Pircalabelu

Publication date 25 March 2024

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-18/issue-1/A-penalised-bootstrap-estimation-procedure-for-the-explained-Gini-coefficient/10.1214/23-EJS2200.full

zbMATH Keywords

FABS algorithmGini coefficientLorenz regressionSCAD penaltysingle-index models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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