Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise (Q1871291)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise |
scientific article |
Statements
Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise (English)
0 references
7 May 2003
0 references
The Glivenko-Cantelli-type asymptotic behaviour of the generalized Lorenz curves based on a stationary ergodic sequence of random variables with (additive or multiplicative) deterministic noise is considered. As a consequence, a description of the set of limiting curves of the convexifications of stochastic processes with stationary increments and deterministic trends is obtained.
0 references
Lorenz curve
0 references
Glivenko-Cantelli-type asymptotics
0 references
stationary process
0 references
ergodic process
0 references
drift
0 references
convexification
0 references
empirical distribution function
0 references
quantile
0 references
0 references
0 references
