Central Limit Theorems for S-Gini and Theil Inequality Coefficients

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Main Author: Pablo Martínez-Camblor
Format: Artículo científico
Language:en
Published: Universidad Nacional de Colombia 2007
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author Pablo Martínez-Camblor
author_facet Pablo Martínez-Camblor
contents Central Limit Theorems for S-Gini and Theil Inequality Coefficients Pablo Martínez-Camblor Física, Astronomía y Matemáticas Gini index Theil index Hungarian construction Kernel density estimation The Hungarian Construction (Komlós et al. 1975) is used for gettinga proof of asymptotic normality of S-Gini coefficient; this method is veryinteresting because it can be used to check asymptotic normality of otherincome inequality measures as Theil coefficient. Besides, explicit expressionsof asymptotic means and variances are given for S-Gini and Theil estimators.Finally, to illustrate the performance of obtained results, we carry outa simulation study comparing the asymptotic and Smoothed Bootstrap approximations. 2007 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89930209 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.2 Vol.30
format Artículo científico
id redalyc_89930209
institution Redalyc
language en
publishDate 2007
publisher Universidad Nacional de Colombia
spellingShingle Central Limit Theorems for S-Gini and Theil Inequality Coefficients
Pablo Martínez-Camblor
Física, Astronomía y Matemáticas
Gini index
Theil index
Hungarian construction
Kernel density estimation
Central Limit Theorems for S-Gini and Theil Inequality Coefficients Pablo Martínez-Camblor Física, Astronomía y Matemáticas Gini index Theil index Hungarian construction Kernel density estimation The Hungarian Construction (Komlós et al. 1975) is used for gettinga proof of asymptotic normality of S-Gini coefficient; this method is veryinteresting because it can be used to check asymptotic normality of otherincome inequality measures as Theil coefficient. Besides, explicit expressionsof asymptotic means and variances are given for S-Gini and Theil estimators.Finally, to illustrate the performance of obtained results, we carry outa simulation study comparing the asymptotic and Smoothed Bootstrap approximations. 2007 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89930209 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.2 Vol.30
title Central Limit Theorems for S-Gini and Theil Inequality Coefficients
topic Física, Astronomía y Matemáticas
Gini index
Theil index
Hungarian construction
Kernel density estimation
url https://www.redalyc.org/articulo.oa?id=89930209