Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis
DOI10.1007/S10687-013-0177-2zbMATH Open1302.62043OpenAlexW2033400482MaRDI QIDQ483520FDOQ483520
Authors: Francesca Greselin, Leo Pasquazzi, Ričardas Zitikis 
Publication date: 17 December 2014
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-013-0177-2
Recommendations
- Estimating the Gini index for heavy-tailed income distributions
- Contrasting the Gini and Zenga indices of economic inequality
- Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy
- On the problem of inference for inequality measures for heavy-tailed distributions
- Nonparametric inference for Zenga's measure of income inequality
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)
Cites Work
- Title not available (Why is that?)
- Extreme value theory. An introduction.
- A simple general approach to inference about the tail of a distribution
- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- Title not available (Why is that?)
- Confidence intervals for the tail index
- Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives
- Title not available (Why is that?)
- Optimal Indirect and Capital Taxation
- Adaptive estimation of heavy right tails: resampling-based methods in action
- Asymptotic Confidence Intervals for a New Inequality Measure
- Contrasting the Gini and Zenga indices of economic inequality
- Estimating the mean of a heavy tailed distribution
- 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
Cited In (4)
- On the decomposition by subpopulations of the point and synthetic Zenga (2007) inequality indexes
- Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model
- On the problem of inference for inequality measures for heavy-tailed distributions
- 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
This page was built for publication: Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q483520)
