On the efficiency of Gini's mean difference

DOI10.1007/S10260-015-0315-XMaRDI QIDQ897849zbMATH OpenOpenAlexFDO

Authors Carina Gerstenberger, Daniel Vogel

Publication date 8 December 2015

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.5027

zbMATH Keywords

robustnessinfluence functionmean deviationstandard deviationresidue theorem\(Q_n\)median absolute deviationnormal mixture distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Abstract: We examine the efficiency of the mean deviation and Gini's mean difference (the mean of all pairwise distances). Our findings support the viewpoint that Gini's mean difference combines the advantages of the mean deviation and the standard deviation.

Recommendations

• On the Gini mean difference
• On the approximation and bounds of the Gini mean difference
• Bounding the Gini mean difference
• The inference of Gini's mean difference
• Gini's mean difference in the theory and application to inflated distributions
• The variance of Gini's mean difference and its estimators
• The Gini mean difference and variance
• On a generalisation of the Gini coefficient
• A note on the Gini means

Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3248210 (Why is no real title available?)
• scientific article; zbMATH DE number 3320125 (Why is no real title available?)
• scientific article; zbMATH DE number 3093721 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• Alternatives to the Median Absolute Deviation
• Descriptive statistics for non-parametric models. III: Dispersion
• Expansions for statistics involving the mean absolute deviations
• Gini's mean difference: a superior measure of variability for non-normal distributions
• Limit theorems for the median deviation
• Robust Statistics
• THE STANDARD ERROR OF GINI'S MEAN DIFFERENCE
• The Influence Curve and Its Role in Robust Estimation
• The Standard Error of Gini's Mean Difference
• The mean and median absolute deviations

Cited in

(20)

• Detecting changes in the trend function of heteroscedastic time series
• A new control chart using GINI C_PK
• Stochastic orders and measures of skewness and dispersion based on expectiles
• Testing for changes in Kendall's tau
• The variance of Gini's mean difference and its estimators
• Worst-case analysis of Gini mean difference safety measure
• Gini's mean difference: a superior measure of variability for non-normal distributions
• Gini's mean difference and variance as measures of finite populations scales
• Developing more generalizable prediction models from pooled studies and large clustered data sets
• Tests for scale changes based on pairwise differences
• Gini covariance matrix and its affine equivariant version
• Gini's mean difference offers a response to Leamer's critique
• Gini's delta to measure intensity of multidimensional performance
• On a Special Gini Mean
• An asymptotic test for constancy of the variance under short-range dependence
• The influence function of Gini's gamma
• Gini heterogeneity index for detecting uncertainty in ordinal data surveys
• The distance standard deviation
• Estimation and confidence intervals of modified process capability index using robust measure of variability
• On the Gini mean difference

Describes a project that uses

Uses Software

• R
• robustbase

This page was built for publication: On the efficiency of Gini's mean difference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q897849)