Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis

DOI10.1007/S10687-013-0177-2MaRDI QIDQ483520zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

semiparametric estimationstatistics of extremesheavy-tailed populationsZenga index

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

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Cites work

• scientific article; zbMATH DE number 1301715 (Why is no real title available?)
• scientific article; zbMATH DE number 272681 (Why is no real title available?)
• scientific article; zbMATH DE number 2188756 (Why is no real title available?)
• A simple general approach to inference about the tail of a distribution
• Adaptive estimation of heavy right tails: resampling-based methods in action
• Asymptotic Confidence Intervals for a New Inequality Measure
• Confidence intervals for the tail index
• Contrasting the Gini and Zenga indices of economic inequality
• Estimating the conditional tail expectation in the case of heavy-tailed losses
• Estimating the mean of a heavy tailed distribution
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• Extreme value theory. An introduction.
• Optimal Indirect and Capital Taxation
• Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives
• 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

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