On the problem of inference for inequality measures for heavy-tailed distributions

DOI10.1111/J.1368-423X.2011.00356.XMaRDI QIDQ2896002zbMATH OpenFDO

Authors Christian Schluter

Publication date 13 July 2012

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

zbMATH Keywords

asymptotic expansionsstatistical performancevariance stabilization

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of statistics to economics (62P20) Statistics of extreme values; tail inference (62G32) Statistical methods; economic indices and measures (91B82) Statistical tables (62Q05)

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Cites work

• Approximate Power Functions for Some Robust Tests of Regression Coefficients
• Asymptotic and bootstrap inference for inequality and poverty measures
• Bootstrap inference for inequality, mobility and poverty measurement
• Discussion of S.G. Donald et al. and R. Davidson
• Edgeworth expansions and normalizing transforms for inequality measures
• General Saddlepoint Approximations with Applications to L Statistics
• Income distribution and inequality measurement: the problem of extreme values
• Robustness Properties of Inequality Measures
• Saddlepoint Approximations in Statistics
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Statistical inference in the presence of heavy tails
• Tails of Lorenz curves

Cited in

(10)

• Discussion of S.G. Donald et al. and R. Davidson
• Income distribution and inequality measurement: the problem of extreme values
• A Theil-like class of inequality measures, its asymptotic normality theory and applications
• Statistical inference in the presence of heavy tails
• Asymptotic Confidence Intervals for a New Inequality Measure
• Edgeworth expansions and normalizing transforms for inequality measures
• Empirical likelihood-based inference for the generalized entropy class of inequality measures
• A modification of the right tail for heavy-tailed income distributions
• Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis
• Asymptotic and bootstrap inference for top income shares

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