Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data

DOI10.1016/J.JSPI.2006.06.032zbMATH Open1107.60017OpenAlexW2078030405MaRDI QIDQ866638FDOQ866638

Authors: Youri Davydov, D. Khoshnevisan, Ričardas Zitikis, Zhan Shi 

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.032

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zbMATH Keywords

fractional Brownian motionGini indices

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

Cites Work

• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Multivariate dispersion, central regions and depth. The lift zonoid approach
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• A General Definition of the Lorenz Curve
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• Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires
• Bibliographic portrait of the Gini concentration ratio
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• Generalized Lorenz curves and convexifications of stochastic processes
• A fresh look at the topical interest of the Gini concentration ratio
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• Asymptotic estimation of the \(E\)-Gini index

Cited In (7)

• Generalized Lorenz curves and convexifications of stochastic processes
• Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution
• Convex rearrangements of Lévy processes
• A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion
• Asymptotic behaviors of the Lorenz curve for censored data under strong mixing
• Stability of \(L\)-statistics from weakly dependent observations
• Corrigendum to ``Elliptical Lorenz curves

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