相关论文: Estimation of income inequality from grouped data

In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…

Social inequality is traditionally measured by the Gini-index ($g$). The $g$-index takes values from $0$ to $1$ where $g=0$ represents complete equality and $g=1$ represents complete inequality. Most of the estimates of the income or wealth…

The beta model is the most important distribution for fitting data with the unit interval. However, the beta distribution is not suitable to model bimodal unit interval data. In this paper, we propose a bimodal beta distribution constructed…

We consider the estimation of wealth inequality measures with their confidence interval, based on survey data with interval censoring. We rely on a Bayesian hierarchical model. It consists of a model where, due to survey sampling and unit…

We propose an efficient estimation method for the income Pareto exponent when only certain top income shares are observable. Our estimator is based on the asymptotic theory of weighted sums of order statistics and the efficient minimum…

In a recent paper in this journal [J. Stat. Mech. (2009) P02037] we proposed a new, physically motivated, distribution function for modeling individual incomes having its roots in the framework of the k-generalized statistical mechanics.…

This paper proposes asymptotically distribution-free inference methods for comparing a broad range of welfare indices across dependent samples, including those employed in inequality, poverty, and risk analysis. Two distinct situations are…

Data attribution for generative models seeks to quantify the influence of individual training examples on model outputs. Existing methods for diffusion models typically require access to model gradients or retraining, limiting their…

To address the computational issue in empirical likelihood methods with massive data, this paper proposes a grouped empirical likelihood (GEL) method. It divides $N$ observations into $n$ groups, and assigns the same probability weight to…

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

To gain insights into the problem of regional inequality, we proposed new regional asset exchange models based on existing kinetic income-exchange models in economic physics. We did this by setting the spatial exchange range and adding bias…

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 investigate the Brazilian personal income distribution using data from National Household Sample Survey (PNAD), an annual research available by the Brazilian Institute of Geography and Statistics (IBGE). It provides general…

Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore…

Binary classification is widely used in ML production systems. Monitoring classifiers in a constrained event space is well known. However, real world production systems often lack the ground truth these methods require. Privacy concerns may…

We perform a quantitative analysis of the gain/loss asymmetry for financial time series by using a Bayesian approach. In particular, we focus on some selected indices and analyze the statistical significance of the asymmetry amount through…

The two-sample test is a fundamental problem in statistics with a wide range of applications. In the realm of high-dimensional data, nonparametric methods have gained prominence due to their flexibility and minimal distributional…

Symmetry plays a central role in the sciences, machine learning, and statistics. For situations in which data are known to obey a symmetry, a multitude of methods that exploit symmetry have been developed. Statistical tests for the presence…

A country's mix of products predicts its subsequent pattern of diversification and economic growth. But does this product mix also predict income inequality? Here we combine methods from econometrics, network science, and economic…

The Gini index underestimates inequality for heavy-tailed distributions: for example, a Pareto distribution with exponent 1.5 (which has infinite variance) has the same Gini index as any exponential distribution (a mere 0.5). This is…