Discussion of S.G. Donald et al. and R. Davidson

DOI10.1111/J.1368-423X.2011.00345.XMaRDI QIDQ2895997zbMATH OpenFDO

Authors Christian Schluter

Publication date 13 July 2012

Published in The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

heavy-tailsinferenceinequality measurementordering conditional distributions

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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Cites work

• A parametric bootstrap for heavy-tailed distributions
• Asymptotic and bootstrap inference for inequality and poverty measures
• Edgeworth expansions and normalizing transforms for inequality measures
• Income distribution and inequality measurement: the problem of extreme values
• Incorporating covariates in the measurement of welfare and inequality: methods and applications
• On the problem of inference for inequality measures for heavy-tailed distributions
• Statistical inference in the presence of heavy tails
• Tails of Lorenz curves

Cited in

(3)

• On the problem of inference for inequality measures for heavy-tailed distributions
• Diagnostics for the bootstrap and fast double bootstrap
• Contributed discussion on article by Finegold and Drton

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