相关论文: New multivariate Gini's indices
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…
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…
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…
The dilemma which remained unsolved using Rao-Stirling diversity, namely of how variety and balance can be combined into "dual concept diversity" (Stirling, 1998, pp. 48f.) can be clarified by using Nijssen et al.'s (1998) argument that the…
Lorenz values and the Gini index are popular quantities in Mathematical Economics, and are used here in the context of quantum systems with finite-dimensional Hilbert space. They quantify the uncertainty in the probability distribution…
Representations of measures of concordance in terms of Pearson' s correlation coefficient are studied. All transforms of random variables are characterized such that the correlation coefficient of the transformed random variables is a…
The distribution of errors is a central object in the assesment and benchmarking of computational chemistry methods. The popular and often blind use of the mean unsigned error as a benchmarking statistic leads to ignore distributions…
Codifference is a commonly used measure of dependence for stable vectors and processes for which covariance is infinite. However, we argue that it can also be used for other heavy-tail distributions and it provides useful information for…
The covariance between real finite variance random variables can be expressed as the commutator of taking expectations and multiplying, both viewed as operators extended to act jointly on pairs of functions. The efficient influence curve of…
The categorical Gini covariance is a dependence measure between a numerical variable and a categorical variable. The Gini covariance measures dependence by quantifying the difference between the conditional and unconditional distributional…
Motivated by the need, in some Bayesian likelihood free inference problems, of imputing a multivariate counting distribution based on its vector of means and variance-covariance matrix, we define a generic multivariate discrete…
Based on measure transportation ideas and the related concepts of center-outward quantile functions, we propose multiple-output center-outward generalizations of the traditional univariate concepts of Lorenz and concentration functions, and…
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…
We introduce and study the cumulative information generating function, which provides a unifying mathematical tool suitable to deal with classical and fractional entropies based on the cumulative distribution function and on the survival…
The energy distance and energy scores became important tools in multivariate statistics and multivariate probabilistic forecasting in recent years. They are both based on the expected distance of two independent samples. In this paper we…
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.…
This paper proposes a geometric estimator of dependency between a pair of multivariate samples. The proposed estimator of dependency is based on a randomly permuted geometric graph (the minimal spanning tree) over the two multivariate…
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…
Experiments in Agricultural Sciences often involve the analysis of longitudinal nominal polytomous variables, both in individual and grouped structures. Marginal and mixed-effects models are two common approaches. The distributional…
We propose three measures of mutual dependence between multiple random vectors. All the measures are zero if and only if the random vectors are mutually independent. The first measure generalizes distance covariance from pairwise dependence…