Forecasting a time series of Lorenz curves: One-way functional analysis of variance
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arXiv
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866913780118585344 |
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| author | Shang, Han Lin |
| author_facet | Shang, Han Lin |
| contents | The Lorenz curve is a fundamental tool for analysing income and wealth distribution and inequality at national and regional levels. We utilise a one-way functional analysis of variance to decompose a time series of Lorenz curves and develop a method for producing one-step-ahead point and interval forecasts. The one-way functional analysis of variance is easily interpretable by decomposing an array into a functional grand effect, a functional row effect and residual functions. We evaluate and compare the forecast accuracy between the functional analysis of variance and three non-functional methods using the Italian household income and wealth data. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_04437 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Forecasting a time series of Lorenz curves: One-way functional analysis of variance Shang, Han Lin Methodology Applications 62R10 The Lorenz curve is a fundamental tool for analysing income and wealth distribution and inequality at national and regional levels. We utilise a one-way functional analysis of variance to decompose a time series of Lorenz curves and develop a method for producing one-step-ahead point and interval forecasts. The one-way functional analysis of variance is easily interpretable by decomposing an array into a functional grand effect, a functional row effect and residual functions. We evaluate and compare the forecast accuracy between the functional analysis of variance and three non-functional methods using the Italian household income and wealth data. |
| title | Forecasting a time series of Lorenz curves: One-way functional analysis of variance |
| topic | Methodology Applications 62R10 |
| url | https://arxiv.org/abs/2504.04437 |