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Related papers: Higher-order Gini indices: An axiomatic approach

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Direct measurements of Gini coefficients by conventional arithmetic calculations are a poor estimator, even if paradoxically, they include the entire population, as because of super-additivity they cannot lend themselves to comparisons…

Statistical Finance · Quantitative Finance 2015-10-19 Nassim Nicholas Taleb

In this paper, we derive a general representation for the expectation of the Gini coefficient estimator in terms of the Laplace transform of the underlying distribution, together with the mean and the Gini coefficient of its exponentially…

Methodology · Statistics 2025-12-23 Roberto Vila , Helton Saulo

We introduce an iterative discrete information production process where we can extend ordered normalised vectors by new elements based on a simple affine transformation, while preserving the predefined level of inequality, G, as measured by…

Physics and Society · Physics 2024-01-17 Lucio Bertoli-Barsotti , Marek Gagolewski , Grzegorz Siudem , Barbara Żogała-Siudem

The coefficient of variation, which measures the variability of a distribution from its mean, is not uniquely defined in the multidimensional case, and so is the multidimensional Gini index, which measures the inequality of a distribution…

Statistics Theory · Mathematics 2024-12-02 Gennaro Auricchio , Paolo Giudici , Giuseppe Toscani

The distance standard deviation, which arises in distance correlation analysis of multivariate data, is studied as a measure of spread. The asymptotic distribution of the empirical distance standard deviation is derived under the assumption…

Statistics Theory · Mathematics 2019-12-12 Dominic Edelmann , Donald Richards , Daniel Vogel

Measuring distances in a multidimensional setting is a challenging problem, which appears in many fields of science and engineering. In this paper, to measure the distance between two multivariate distributions, we introduce a new measure…

Methodology · Statistics 2024-11-05 Gennaro Auricchio , Giovanni Brigati , Paolo Giudici , Giuseppe Toscani

"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…

Methodology · Statistics 2023-08-08 Vytaras Brazauskas , Francesca Greselin , Ricardas Zitikis

Inequality is an inherent part of our lives: we see it in the distribution of incomes, talents, resources, and citations, amongst many others. Its intensity varies across different environments: from relatively evenly distributed ones, to…

Physics and Society · Physics 2023-04-18 Lucio Bertoli-Barsotti , Marek Gagolewski , Grzegorz Siudem , Barbara Żogała-Siudem

The categorical Gini correlation is an alternative measure of dependence between a categorical and numerical variables, which characterizes the independence of the variables. A nonparametric test for the equality of K distributions has been…

Methodology · Statistics 2019-08-02 Yongli Sang , Xin Dang , Yichuan Zhao

The paper covers the new model of wage distribution in typical group of people. The model provides the opportunity to reparameterize applicable income distribution model: Pareto, logarithmically normal, logarithmically logistic, Dagum etc.…

General Finance · Quantitative Finance 2013-09-17 Dmitry Schmerling

We propose a new Gini correlation to measure dependence between a categorical and numerical variables. Analogous to Pearson $R^2$ in ANOVA model, the Gini correlation is interpreted as the ratio of the between-group variation and the total…

Methodology · Statistics 2019-07-10 Xin Dang , Dao Nguyen , Yixin Chen , Junying Zhang

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…

Econometrics · Economics 2022-09-15 Mario Schlemmer

Gini distance correlation (GDC) was recently proposed to measure the dependence between a categorical variable, Y, and a numerical random vector, X. It mutually characterizes independence between X and Y. In this article, we utilize the GDC…

Methodology · Statistics 2023-04-19 Yongli Sang , Xin Dang

This paper proposes a scoring-rule-based method for ranking predictive distributions in the Fr\'echet domain that is able to distinguish between different tail indices. The approach is built on normalized order statistics and exploits…

Methodology · Statistics 2026-03-26 Martin Bladt , Christoffer Øhlenschlæger

We investigate the ordering between two fundamental measures of dispersion for real-valued risks: the standard deviation (SD) and the Gini mean difference (GMD). Our analysis is driven by a single structural object, namely the mean excess…

Risk Management · Quantitative Finance 2026-02-03 Nawaf Mohammed

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…

Physics and Society · Physics 2015-07-17 Jun-ichi Inoue , Asim Ghosh , Arnab Chatterjee , Bikas K. Chakrabarti

The inequality is computed through the so-called Gini index. The population is assumed to have the variable of interest distributed according to the Gamma probability distribution. The results show that the Gini index is reduced when the…

Physics and Society · Physics 2007-05-23 Diego Saa

Identifying statistical dependence between the features and the label is a fundamental problem in supervised learning. This paper presents a framework for estimating dependence between numerical features and a categorical label using…

Machine Learning · Computer Science 2021-10-01 Silu Zhang , Xin Dang , Dao Nguyen , Dawn Wilkins , Yixin Chen

This work addresses the task of generalized class discovery (GCD) in instance segmentation. The goal is to discover novel classes and obtain a model capable of segmenting instances of both known and novel categories, given labeled and…

Computer Vision and Pattern Recognition · Computer Science 2025-05-12 Cuong Manh Hoang , Yeejin Lee , Byeongkeun Kang

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…

Statistics Theory · Mathematics 2021-06-08 Meng Yuan , Pengfei Li , Changbao Wu