Related papers: Jackknife Empirical Likelihood-based inference for…
A Lorenz curve is a graphical representation of the distribution of income or wealth within a population. The generalized Lorenz curve can be created by scaling the values on the vertical axis of a Lorenz curve by the average output of the…
Income inequality measures are often used as an indication of economic health. How to obtain reliable confidence intervals for these measures based on sampled data has been studied extensively in recent years. To preserve confidentiality,…
The Gini index is a popular inequality measure with many applications in social and economic studies. This paper studies semiparametric inference on the Gini indices of two semicontinuous populations. We characterize the distribution of…
In this paper, we obtain a new characterization result for symmetric distributions based on the entropy measure. Using the characterization, we propose a nonparametric test to test the symmetry of a distribution. We also develop the…
This paper considers the empirical likelihood (EL) construction of confidence intervals for a linear functional based on right censored lifetime data. Many of the results in literature show that log EL has a limiting scaled chi-square…
The Lorenz curve portrays the inequality of income distribution. In this article, we develop three modified empirical likelihood (EL) approaches including adjusted empirical likelihood, transformed empirical likelihood, and transformed…
This paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood statistic that converges to a chi-square distribution under…
Generalized partially linear single-index models (GPLSIMs) provide a flexible and interpretable semiparametric framework for longitudinal outcomes by combining a low-dimensional parametric component with a nonparametric index component. For…
Social inequality manifested across different strata of human existence can be quantified in several ways. Here we compute non-entropic measures of inequality such as Lorenz curve, Gini index and the recently introduced $k$ index…
We develop an empirical likelihood (EL) framework for random forests and related ensemble methods, providing a likelihood-based approach to quantify their statistical uncertainty. Exploiting the incomplete $U$-statistic structure inherent…
Energy distance is a statistical distance between the distributions of random variables, which characterizes the equality of the distributions. Utilizing the energy distance, we develop a nonparametric test for the diagonal symmetry, which…
This paper proposes a new Bayesian approach to estimate the Gini coefficient from the Lorenz curve based on grouped data. The proposed approach assumes a hypothetical income distribution and estimates the parameter by directly working on…
"The rich are getting richer" implies that the population income distributions are getting more right skewed and heavily tailed. For such distributions, the mean is not the best measure of the center, but the classical indices of income…
To simultaneously overcome the limitation of the Gini index in that it is less sensitive to inequality at the tails of income distribution and the limitation of the inter-decile ratios that ignore inequality in the middle of income…
The Gini index signals only the dispersion of the distribution and is not very sensitive to income differences at the tails of the distribution. The widely used index of inequality can be adjusted to also measure distributional asymmetry by…
We study inference with a small labeled sample, a large unlabeled sample, and high-quality predictions from an external model. We link prediction-powered inference with empirical likelihood by stacking supervised estimating equations based…
Income inequality estimators are biased in small samples, leading generally to an underestimation. This aspect deserves particular attention when estimating inequality in small domains and performing small area estimation at the area level.…
Classical measures of inequality use the mean as the benchmark of economic dispersion. They are not sensitive to inequality at the left tail of the distribution, where it would matter most. This paper presents a new inequality measurement…
Though introduced nearly 50 years ago, the infinitesimal jackknife (IJ) remains a popular modern tool for quantifying predictive uncertainty in complex estimation settings. In particular, when supervised learning ensembles are constructed…
The frequentist variability of Bayesian posterior expectations can provide meaningful measures of uncertainty even when models are misspecified. Classical methods to asymptotically approximate the frequentist covariance of Bayesian…