Edgeworth expansions and normalizing transforms for inequality measures

DOI10.1016/J.JECONOM.2008.12.022MaRDI QIDQ302159zbMATH OpenOpenAlexFDO

Authors Christian Schluter, Kees Jan van Garderen

Publication date 4 July 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2008.12.022

zbMATH Keywords

generalized entropy inequality measureshigher-order expansionsnormalizing transformations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• Asymptotic and bootstrap inference for inequality and poverty measures
• Bootstrap inference for inequality, mobility and poverty measurement
• Effects of transformations in higher order asymptotic expansions
• Efficient estimation of income distribution parameters
• Importance sampling and the nested bootstrap
• Large Sample Properties of Two Inequality Indices
• On the Structure of Additive Inequality Measures
• Prepivoting to reduce level error of confidence sets
• Some Generalized Functions for the Size Distribution of Income
• Statistical Inference for the Measurement of the Incidence of Taxes and Transfers
• TRANSFORMATIONS FOR MULTIVARIATE STATISTICS
• Tails of Lorenz curves
• The bootstrap and Edgeworth expansion

Cited in

(6)

• Discussion of S.G. Donald et al. and R. Davidson
• Functional Sequential Treatment Allocation
• On the problem of inference for inequality measures for heavy-tailed distributions
• Joint hypothesis tests for multidimensional inequality indices
• Permutation Tests for Comparing Inequality Measures
• An Edgeworth expansion and a normalizing transformation for L-statistics

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Uses Software

• boot

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