Income distribution and inequality measurement: the problem of extreme values
From MaRDI portal
Publication:289196
DOI10.1016/j.jeconom.2007.01.001zbMath1418.62439MaRDI QIDQ289196
Emmanuel Flachaire, Frank A. Cowell
Publication date: 27 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00176029/file/Cowell_Flachaire_06.pdf
62P20: Applications of statistics to economics
62G32: Statistics of extreme values; tail inference
91B82: Statistical methods; economic indices and measures
Related Items
On the identification of extreme outliers and dragon-kings mechanisms in the upper tail of income distribution, Aggregation of Uncertain Qualitative Preferences for a Group of Agents, On the Influence Function of the Quintile Share Ratio, A Simple and Effective Inequality Measure, A review of more than one hundred Pareto-tail index estimators, Asymptotic and bootstrap inference for inequality and poverty measures, Estimating the Lorenz curve and Gini index with right censored data: a Pólya tree approach, Estimation of inequality indices of the cumulative distribution function, Robust subsampling, Partial equality-of-opportunity orderings, Statistical inference for multidimensional inequality indices, Robust, distribution-free inference for income share ratios under complex sampling, A multi-row deletion diagnostic for influential observations in small-sample regressions, Joint hypothesis tests for multidimensional inequality indices, Measurement of inequality with a finite number of pay states: the majorization set and its applications, Inference by linearization for Zenga's new inequality index: a comparison with the Gini index, Measuring income inequality: a robust semi-parametric approach, A robust semi-parametric approach for measuring income inequality in Malaysia, A robust and efficient estimator for the tail index of inverse Pareto distribution, Asymptotic and bootstrap inference for top income shares, Intergenerational wealth transfers and wealth inequality in rich countries: what do we learn from Gini decomposition?, Discussion of S.G. Donald et al. and R. Davidson, On the problem of inference for inequality measures for heavy‐tailed distributions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Asymptotic and bootstrap inference for inequality and poverty measures
- A simple general approach to inference about the tail of a distribution
- Tails of Lorenz curves
- Transfer Sensitive Inequality Measures
- Some Generalized Functions for the Size Distribution of Income
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- The Influence Curve and Its Role in Robust Estimation
- Robustness Properties of Inequality Measures
- Welfare Measurement and Measurement Error
- Inference in Arch and Garch Models with Heavy-Tailed Errors
- The bootstrap and Edgeworth expansion
- An introduction to statistical modeling of extreme values
