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The use of quantiles to obtain insights about multivariate data is addressed. It is argued that incisive insights can be obtained by considering directional quantiles, the quantiles of projections. Directional quantile envelopes are…

Methodology · Statistics 2014-12-01 Linglong Kong , Ivan Mizera

Univariate normal regression models are statistical tools widely applied in many areas of economics. Nevertheless, income data have asymmetric behavior and are best modeled by non-normal distributions. The modeling of income plays an…

Methodology · Statistics 2022-07-15 Helton Saulo , Roberto Vila , Giovanna V. Borges , Marcelo Bourguignon

Socio-economic inequality is measured using various indices. The Gini ($g$) index, giving the overall inequality is the most commonly used, while the recently introduced Kolkata ($k$) index gives a measure of $1-k$ fraction of population…

General Finance · Quantitative Finance 2016-11-07 Arnab Chatterjee , Asim Ghosh , Bikas K Chakrabarti

Constructing valid prediction intervals rather than point estimates is a well-established approach for uncertainty quantification in the regression setting. Models equipped with this capacity output an interval of values in which the ground…

Machine Learning · Statistics 2025-02-07 Thomas Pouplin , Alan Jeffares , Nabeel Seedat , Mihaela van der Schaar

In this article we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can be used to derive concentration inequalities in…

Statistics Theory · Mathematics 2017-09-20 Johannes T. N. Krebs

We examine whether mobility measures appropriately represent changes in individual status, like income or ranks. We suggest three elementary principles for mobility comparisons and show that many commonly used indices violate one or more of…

General Economics · Economics 2025-02-28 Frank A. Cowell , Emmanuel Flachaire

As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…

Methodology · Statistics 2017-05-29 Kani Chen , Yuanyuan Lin , Zhanfeng Wang , Zhiliang Ying

A number of methods have been introduced in order to measure the inequality in various situations such as income and expenditure. In order to curry out statistical inference, one often needs to estimate the available measures of inequality.…

Methodology · Statistics 2017-12-27 Tchilabalo Abozou Kpanzou , Tertius de Wet , Gane Samb Lo

Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…

Computation · Statistics 2014-08-01 Manuela Cattelan , Nicola Sartori

Poincar{\'e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{\'e} constant, for which the inequality is tight,…

Probability · Mathematics 2019-11-25 Loucas Pillaud-Vivien , Francis Bach , Tony Lelièvre , Alessandro Rudi , Gabriel Stoltz

Alignment of curve data is an integral part of their statistical analysis, and can be achieved using model- or optimization-based approaches. The parameter space is usually the set of monotone, continuous warp maps of a domain.…

Statistics Theory · Mathematics 2019-02-05 Karthik Bharath , Sebastian Kurtek

In this paper, we obtain some inequalities by using a kernel and an inequality which is a result of Young inequality. Besides we give some applications to special means.

Classical Analysis and ODEs · Mathematics 2012-12-04 M. Emin Ozdemir , Mustafa Gurbuz , Mevlut Tunc

A quantile sheet is a global estimator for multiple quantile curves. A quantile sheet estimator is proposed to maintain the non-crossing properties for different quantiles. The proposed estimator utilizes SCOP: shape-constrained P-spline to…

Methodology · Statistics 2023-03-13 Zhuolin Song

We establish a general criterion for the validity of inequalities of the following form: A certain convex combination of the values of a convex function at n points and of its value at a weighted mean of these n points is always greater or…

Functional Analysis · Mathematics 2008-03-21 Darij Grinberg

We consider the contextual fraction as a quantitative measure of contextuality of empirical models, i.e. tables of probabilities of measurement outcomes in an experimental scenario. It provides a general way to compare the degree of…

Quantum Physics · Physics 2017-08-09 Samson Abramsky , Rui Soares Barbosa , Shane Mansfield

We derive the most probable distribution of resources for a simple society. We find that a probabilistic analysis forbids both too much and too less equity, and selects instead a minimally ordered state. We give the detailed calculations…

Statistical Mechanics · Physics 2008-12-10 Daniel O. Badagnani

We are interested in comparing probability distributions defined on Riemannian manifold. The traditional approach to study a distribution relies on locating its mean point and finding the dispersion about that point. On a general manifold…

Statistics Theory · Mathematics 2008-07-22 Nikolay H. Balov

Many existing fairness metrics measure group-wise demographic disparities in system behavior or model performance. Calculating these metrics requires access to demographic information, which, in industrial settings, is often unavailable. By…

Social and Information Networks · Computer Science 2024-09-13 Avijit Ghosh , Tomo Lazovich , Kristian Lum , Christo Wilson

The coefficient of variation is a useful indicator for comparing the spread of values between dataset with different units or widely different means. In this paper we address the problem of investigating the equality of the coefficients of…

Methodology · Statistics 2023-06-06 Francesco Bertolino , Silvia Columbu , Mara Manca , Monica Musio

Economic competition between humans leads to income inequality, but, so far, there has been little understanding of underlying quantitative mechanisms governing such a collective behavior. We analyze datasets of household income from 67…

Economics · Quantitative Finance 2019-05-07 Yong Tao , Xiangjun Wu , Tao Zhou , Weibo Yan , Yanyuxiang Huang , Han Yu , Benedict Mondal , Victor M. Yakovenko