scientific article; zbMATH DE number 1301715

MaRDI QIDQ4246928zbMATH OpenFDO

Authors Ričardas Zitikis

Publication date 29 March 2000

zbMATH Keywords

Lorenz curveBonferroni curveBahadur-Kiefer processintegrated Bahadur-Kiefer processGoldie curvetotal time on test curveVervaat-process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

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• Estimating conditional tail expectation with actuarial applications in view
• Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval
• On the rate of strong consistency of the total time on test statistic
• Asymptotic estimation of the \(E\)-Gini index
• Generalized Lorenz curves and convexifications of stochastic processes
• Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
• The permanental process
• Risk measures, distortion parameters, and their empirical estimation
• From the Pearcey to the Airy process.
• Estimating the conditional tail expectation in the case of heavy-tailed losses
• Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy
• Contrasting the Gini and Zenga indices of economic inequality
• The cusp-Airy process
• The Vervaat process in \(L_p\) spaces
• Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences
• Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis
• scientific article; zbMATH DE number 1959491 (Why is no real title available?)
• On the Vervaat and Vervaat-error processes
• Asymptotic behavior of the empirical conditional value-at-risk
• Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data

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