重尾收入分配的基尼指数估计

IF 0.4 Q4 STATISTICS & PROBABILITY

SOUTH AFRICAN STATISTICAL JOURNAL Pub Date : 2021-03-01 DOI:10.37920/SASJ.2021.55.1.2

Amina Bari, A. Rassoul, Hamid Ould Rouis

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引用次数: 0

摘要

在本文中，我们定义并研究了衡量资本收入不平等的最受欢迎的指标之一，即基尼指数。在重尾收入分布的情况下，我们构造了基尼指数的半参数估计量，并建立了它的渐近分布，导出了置信界。我们在模拟研究中探讨了置信界的性能，并得出了一些收入分配中资本收入的结论。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Estimating the Gini index for heavy-tailed income distributions

In the present paper, we define and study one of the most popular indices which measures the inequality of capital incomes, known as the Gini index. We construct a semiparametric estimator for the Gini index in case of heavy-tailed income distributions and we establish its asymptotic distribution and derive bounds of confidence. We explore the performance of the confidence bounds in a simulation study and draw conclusions about capital incomes in some income distributions.

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来源期刊

SOUTH AFRICAN STATISTICAL JOURNAL STATISTICS & PROBABILITY-

CiteScore

0.30

自引率

0.00%

发文量

期刊介绍： The journal will publish innovative contributions to the theory and application of statistics. Authoritative review articles on topics of general interest which are not readily accessible in a coherent form, will be also be considered for publication. Articles on applications or of a general nature will be published in separate sections and an author should indicate which of these sections an article is intended for. An applications article should normally consist of the analysis of actual data and need not necessarily contain new theory. The data should be made available with the article but need not necessarily be part of it.