Asymptotic Confidence Intervals for a New Inequality Measure

被引：15

作者：

Greselin, Francesca ^{[1
]}

Pasquazzi, Leo ^{[1
]}

机构：

[1] Univ Milano Bicocca, Dipartimento Metodi Quantitat Sci Econ & Aziendal, I-20126 Milan, Italy

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2009年 / 38卷 / 08期

关键词：

Confidence intervals; Economic size distributions; Empirical distribution function; Gini index; Inequality measures; Influence function; Lorenz curve; Zenga curve; Zenga index;

D O I：

10.1080/03610910903121974

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This work aims at assessing, by simulation methods, the performance of asymptotic confidence intervals for Zenga's new inequality measure. The results are compared with those obtained on Gini's measure, perhaps the most widely used index for measuring inequality in income and wealth distributions. Our findings show that the coverage accuracy and the size of the confidence intervals for the two measures are very similar in samples from economic size distributions.

引用

页码：1742 / 1756

页数：15

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