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

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Anomaly detection methods are widely used but often rely on ad hoc rules or strong assumptions, and they often focus on tail events, missing ``inlier'' anomalies that occur in low-density gaps between modes. We propose a unified framework…

Methodology · Statistics 2026-03-11 Rob J Hyndman , David T. Frazier

The aim of this paper is to establish the asymptotic behavior of the mutual influence of the Gini index and the poverty measures by using the Gaussian fields described in Mergane and Lo(2013). The results are given as representation…

Methodology · Statistics 2017-05-29 Gane Samb Lo , Pape Djiby Mergane , Tchilabalo Abozou Kpanzou

The Gini score is a popular tool in statistical modeling and machine learning for model validation and model selection. It is a purely rank based score that allows one to assess risk rankings. The Gini score for statistical modeling has…

Machine Learning · Statistics 2025-11-20 Alexej Brauer , Mario V. Wüthrich

Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…

Methodology · Statistics 2022-01-24 Hua Yun Chen

In this paper, we draw attention to a promising yet slightly underestimated measure of variability - the Gini coefficient. We describe two new ways of defining and interpreting this parameter. Using our new representations, we compute the…

Statistics Theory · Mathematics 2022-10-13 Marta Milewska , Remco van der Hofstad , Bert Zwart

An important challenge in statistical analysis lies in controlling the estimation bias when handling the ever-increasing data size and model complexity of modern data settings. In this paper, we propose a reliable estimation and inference…

Measuring inequalities in a multidimensional framework is a challenging problem which is common to most field of science and engineering. Nevertheless, despite the enormous amount of researches illustrating the fields of application of…

Physics and Society · Physics 2025-03-19 Giuseppe Toscani

In R\'enyi's representation for exponential order statistics, we replace the iid exponential sequence with any iid sequence, and call the resulting order statistic generalized R\'enyi statistic. We prove that by randomly reordering the…

Statistics Theory · Mathematics 2025-02-24 Péter Kevei , László Viharos

We propose an extended version of Gini index defined on the set of infinite utility streams, $X=Y^\mathbb{N}$ where $Y\subset \mathbb{R}$. For $Y$ containing at most finitely many elements, the index satisfies the generalized Pigou-Dalton…

Theoretical Economics · Economics 2021-02-11 Ram Sewak Dubey , Giorgio Laguzzi

Income inequality is an important issue that has to be solved in order to make progress in our society. The study of income inequality is well received through the Gini coefficient, which is used to measure degrees of inequality in general.…

General Economics · Economics 2025-06-26 Wanetha Sudswong , Anon Plangprasopchok , Chainarong Amornbunchornvej

We propose a new method for estimating causal effects in longitudinal/panel data settings that we call generalized difference-in-differences. Our approach unifies two alternative approaches in these settings: ignorability estimators (e.g.,…

Methodology · Statistics 2023-12-12 Denis Agniel , Max Rubinstein , Jessie Coe , Maria DeYoreo

We propose a simple new index, named the $CI$-index, based on the Choquet integral to characterize the scientific output of researchers. This index is an improvement of the $A$-index and $R$-index and has a notable feature that highly cited…

Applications · Statistics 2019-05-16 Xuehua Yin , Xiuyan Sha , Chuancun Yin

In several recent works on infinite-dimensional systems of ODEs \cite{cao_derivation_2021,cao_explicit_2021,cao_iterative_2024,cao_sticky_2024}, which arise from the mean-field limit of agent-based models in economics and social sciences…

Mathematical Finance · Quantitative Finance 2024-09-24 Fei Cao

Measuring diversity accurately is important for many scientific fields, including machine learning (ML), ecology, and chemistry. The Vendi Score was introduced as a generic similarity-based diversity metric that extends the Hill number of…

Machine Learning · Computer Science 2024-05-07 Amey P. Pasarkar , Adji Bousso Dieng

The pursuit of having an appropriate level of income inequality should be viewed as one of the biggest challenges facing academic scholars as well as policy makers. Unfortunately, research on this issue is currently lacking. This study is…

General Economics · Economics 2022-01-04 Thitithep Sitthiyot , Kanyarat Holasut

We present analytical results for the Gini coefficient of economic inequality under the dynamics of a modified Yard-Sale Model of kinetic asset exchange. A variant of the Yard-Sale Model is introduced by modifying the underlying binary…

Statistical Mechanics · Physics 2024-11-05 David W. Cohen , Bruce M. Boghosian

Deep neural networks tend to make overconfident predictions and often require additional detectors for misclassifications, particularly for safety-critical applications. Existing detection methods usually only focus on adversarial attacks…

Machine Learning · Computer Science 2023-07-07 Julia Lust , Alexandru P. Condurache

Entropy is being used in physics, mathematics, informatics and in related areas to describe equilibration, dissipation, maximal probability states and optimal compression of information. The Gini index on the other hand is an established…

Physics and Society · Physics 2023-07-19 Tamás S. Biró , Zoltán Néda

Determining an upper bound, particularly the optimal upper bound of the Gini coefficient when dealing with grouped data without specified income brackets, remains an important and open question. In this paper, we introduce an efficient…

Methodology · Statistics 2025-01-15 Pixu Shi , Anru R. Zhang

We examine the efficiency of the mean deviation and Gini's mean difference (the mean of all pairwise distances). Our findings support the viewpoint that Gini's mean difference combines the advantages of the mean deviation and the standard…

Statistics Theory · Mathematics 2022-04-12 Carina Gerstenberger , Daniel Vogel