Gini estimation under infinite variance

DOI10.1016/J.PHYSA.2018.02.102MaRDI QIDQ2149129OpenAlexFDO

Authors Andrea Fontanari, Nassim Nicholas Taleb, Pasquale Cirillo

Publication date 28 June 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.01370

zbMATH Keywords

extremes\(\alpha\)-stable distributionsize distributioninequality measuregini index

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cited in

(11)

• Novel credibility approaches for Lorenz curve and Gini coefficient estimation
• On a new class of continuous indices of inequality
• Earnings distributions of scalable vs. non-scalable occupations
• An approach based on Euler's formula to estimating Gini coefficient of Pareto distribution
• Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
• A variance stabilizing transformation for the Gini concentration ratio
• Reliable inference for the Gini index
• On the super-additivity and estimation biases of quantile contributions
• Asymptotic and bootstrap inference for the generalized Gini indices
• Estimating the Gini index for heavy-tailed income distributions
• Measuring income inequality: a robust semi-parametric approach

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