On the problem of inference for inequality measures for heavy‐tailed distributions
From MaRDI portal
Publication:2896002
DOI10.1111/j.1368-423X.2011.00356.xzbMath1241.62179MaRDI QIDQ2896002
Publication date: 13 July 2012
Published in: The Econometrics Journal (Search for Journal in Brave)
62P20: Applications of statistics to economics
62G32: Statistics of extreme values; tail inference
91B82: Statistical methods; economic indices and measures
62Q05: Statistical tables
62B10: Statistical aspects of information-theoretic topics
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Asymptotic and bootstrap inference for top income shares, Discussion of S.G. Donald et al. and R. Davidson
Cites Work
- Asymptotic and bootstrap inference for inequality and poverty measures
- Income distribution and inequality measurement: the problem of extreme values
- Edgeworth expansions and normalizing transforms for inequality measures
- Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
- Bootstrap inference for inequality, mobility and poverty measurement
- Tails of Lorenz curves
- Statistical inference in the presence of heavy tails
- Discussion of S.G. Donald et al. and R. Davidson
- General Saddlepoint Approximations with Applications to L Statistics
- Approximate Power Functions for Some Robust Tests of Regression Coefficients
- Robustness Properties of Inequality Measures
- Saddlepoint Approximations in Statistics
