On the efficiency of Gini's mean difference

DOI10.1007/S10260-015-0315-XzbMATH Open1328.62299arXiv1405.5027OpenAlexW1889598023MaRDI QIDQ897849FDOQ897849

Authors: Carina Gerstenberger, Daniel Vogel 

Publication date: 8 December 2015

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

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.

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

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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)

Cites Work

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• A Class of Statistics with Asymptotically Normal Distribution
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• THE STANDARD ERROR OF GINI'S MEAN DIFFERENCE
• The Standard Error of Gini's Mean Difference
• The mean and median absolute deviations
• Expansions for statistics involving the mean absolute deviations
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Cited In (20)

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

Uses Software

• R
• robustbase

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