Analytic expressions for multivariate Lorenz surfaces (Q2316970)
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English | Analytic expressions for multivariate Lorenz surfaces |
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Analytic expressions for multivariate Lorenz surfaces (English)
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7 August 2019
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The paper introduces the basic concepts about univariate Lorenz curves and a short review about previous work related to multivariate Lorenz surfaces (MLS's). The multivariate Lorenz surface introduced by Arnold is discussed. The authors present the class of MLS's generated by mixtures and provide several examples of such MLS's. The authors also present classes of bivariate Lorenz surfaces generated via finite mixtures of bivariate distributions and derive simple expressions for the corresponding Gini indices.
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Laplace transform
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multivariate distributions
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mixture distributions
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Gini index
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