scientific article; zbMATH DE number 1301715

zbMATH Open0933.62043MaRDI QIDQ4246928FDOQ4246928

Authors: Ričardas Zitikis 

Publication date: 29 March 2000

Title of this publication is not available (Why is that?)

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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)

Cited In (22)

• On the rate of strong consistency of the total time on test statistic
• Generalized Lorenz curves and convexifications of stochastic processes
• Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data
• Facilitated exclusion process
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• The permanental process
• From the Pearcey to the Airy process.
• Risk measures, distortion parameters, and their empirical estimation
• The cusp-Airy process
• Pointwise and uniform asymptotics of the Vervaat error process
• Asymptotic estimation of the \(E\)-Gini index
• The Vervaat process in \(L_p\) spaces
• On the Vervaat and Vervaat-error processes
• 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
• Contrasting the Gini and Zenga indices of economic inequality
• Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis
• 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
• Asymptotic behavior of the empirical conditional value-at-risk
• Estimating conditional tail expectation with actuarial applications in view
• Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences
• Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences

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