相关论文: Confidence Interval for Quantile Ratio of the Dagu…

J\k{e}drzejczak et al. (2018) constructed a confidence interval for a ratio of quantiles coming from the Dagum distribution, which is frequently applied as a theoretical model in numerous income distribution analyses. The proposed interval…

Ratios of sample percentiles or of quantiles based on a single sample are often published for skewed income data to illustrate aspects of income inequality, but distribution-free confidence intervals for such ratios are to our knowledge not…

Univariate normal regression models are statistical tools widely applied in many areas of economics. Nevertheless, income data have asymmetric behavior and are best modeled by non-normal distributions. The modeling of income plays an…

Ratio of medians or other suitable quantiles of two distributions is widely used in medical research to compare treatment and control groups or in economics to compare various economic variables when repeated cross-sectional data are…

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,…

Interval estimation of quantiles has been treated by many in the literature. However, to the best of our knowledge there has been no consideration for interval estimation when the data are available in grouped format. Motivated by this, we…

The quantile ratio index introduced by Prendergast and Staudte 2017 is a simple and effective measure of relative inequality for income data that is resistant to outliers. It measures the average relative distance of a randomly chosen…

Ratios of quantiles are often computed for income distributions as rough measures of inequality, and inference for such ratios have recently become available. The special case when the quantiles are symmetrically chosen; that is, when the…

This paper introduces to readers the new concept and methodology of confidence distribution and the modern-day distributional inference in statistics. This discussion should be of interest to people who would like to go into the depth of…

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.…

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…

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…

Confidence interval of mean is often used when quoting statistics. The same rigor is often missing when quoting percentiles and tolerance or percentile intervals. This article derives the expression for confidence in percentiles of a sample…

A society or country with income equally distributed among its people is truly a fiction! The phenomena of socioeconomic inequalities have been plaguing mankind from times immemorial. We are interested in gaining an insight about the…

We consider a general regression model, without a scale parameter. Our aim is to construct a confidence interval for a scalar parameter of interest $\theta$ that utilizes the uncertain prior information that a distinct scalar parameter…

The classical Lorenz curve is often used to depict inequality in a population of incomes, and the associated Gini coefficient is relied upon to make comparisons between different countries and other groups. The sample estimates of these…

We revisit empirical Bayes discrimination detection, focusing on uncertainty arising from both partial identification and sampling variability. While prior work has mostly focused on partial identification, we find that some empirical…

We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…

Synthetic indices are used in Economics to measure various aspects of monetary inequalities. These scalar indices take as input the distribution over a finite population, for example the population of a specific country. In this article we…

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…