基于 copula 的洛伦兹曲线多元推广及相关的多元基尼系数
统计方法学
2022-04-25 v2 统计理论
统计理论
摘要
我们提出单变量洛伦兹曲线与基尼系数向多元情形的推广，即同时度量多个变量中的不平等。我们的推广基于 copula，度量源于每个单变量不平等以及源于变量间依赖结构的不平等。我们为这两种工具推导了简单的非参数估计量，并以各国个体收入与财富数据为例加以应用。
引用
@article{arxiv.2101.04748,
title = {A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient},
author = {Oliver Grothe and Fabian Kächele and Friedrich Schmid},
journal= {arXiv preprint arXiv:2101.04748},
year = {2022}
}
备注
The version of record of this article, first published in Journal of Economic Inequality (2022), is available online at Publisher's website: http://doi.org/10.1007/s10888-022-09533-x