Quantile versions of the Lorenz curve

DOI10.1214/16-EJS1154zbMATH Open1404.62145arXiv1510.06085OpenAlexW3100570752MaRDI QIDQ309552FDOQ309552

Luke A. Prendergast, Robert G. Staudte

Publication date: 7 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: The classical Lorenz curve is often used to depict inequality in a population of incomes, and the associated Gini coefficient is relied upon to make comparisons between different countries and other groups. The sample estimates of these moment-based concepts are sensitive to outliers and so we investigate the extent to which quantile-based definitions can capture income inequality and lead to more robust procedures. Distribution-free estimates of the corresponding coefficients of inequality are obtained, as well as sample sizes required to estimate them to a given accuracy. Convexity, transference and robustness of the measures are examined and illustrated.

Full work available at URL: https://arxiv.org/abs/1510.06085

Recommendations

• Nonparametric estimation of quantile versions of the Lorenz curve
• Characterizations of Lorenz curves and income distributions
• Statistical inference for the Lorenz curve and Gini coefficient
• Income inequality measures based on sample surveys
• scientific article

zbMATH Keywords

Gini indexrobustnessinfluence functioninequality measuresquantile density

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Nonparametric tolerance and confidence regions (62G15) Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust methods for personal‐income distribution models
• WHICH PART OF THE SAMPLE CONTAINS THE INFORMATION?
• Distribution-Free Statistical Inference with Lorenz Curves and Income Shares
• Title not available (Why is that?)
• A Guide to the Dagum Distributions
• Kernel Quantile Estimators
• Nonparametric Statistical Data Modeling
• Reliable inference for the Gini index
• A General Definition of the Lorenz Curve
• Robustness Properties of Inequality Measures
• Title not available (Why is that?)
• On the estimation of the quantile density function
• Asymptotically efficient estimation of the sparsity function at a point
• Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve
• Inference for quantile measures of skewness
• Better than you think: interval estimators of the difference of binomial proportions
• A note on the shape of the generalizedc-numerical range
• An Elementary Approach to Weak Convergence for Quantile Processes, With Applications to Censored Survival Data
• The Effect of Transformations of Lorenz Curves
• Title not available (Why is that?)
• The Gini Coefficient and Poverty Indexes: Some Reconciliations
• Diversity as a Concept and its Measurement
• Robust Methods for the Analysis of Income Distribution, Inequality and Poverty
• Inference for quantile measures of kurtosis, peakedness, and tail weight
• Welfare Rankings in the Presence of Contaminated Data
• The theorem of Fellman and Jakobsson: a new proof and dual theory

Cited In (8)

• A Simple and Effective Inequality Measure
• Interval Estimators for Inequality Measures Using Grouped Data
• Estimation of Lorenz curves based on dummy variable regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust analogs to the coefficient of variation
• Interval estimators for ratios of independent quantiles and interquantile ranges
• Nonparametric estimation of quantile versions of the Lorenz curve

Uses Software

• R

This page was built for publication: Quantile versions of the Lorenz curve

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q309552)