相关论文: New multivariate Gini's indices

We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility…

Detecting dependence between two random variables is a fundamental problem. Although the Pearson correlation is effective for capturing linear dependency, it can be entirely powerless for detecting nonlinear and/or heteroscedastic patterns.…

The Gini index does not give a strictly consistent scoring rule in general. Therefore, maximizing the Gini index may lead to wrong decisions. The main issue is that the Gini index is a rank-based score that is not calibration-sensitive. We…

Inequality indices are quantitative scores that gauge the divergence of wealth distributions in human societies from the "ground state" of pure communism. While inequality indices were devised for socioeconomic applications, they are…

The properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an insight about several aspects of uncertainties…

We investigate the arithmetic-harmonic inequality (AHI) index, a bounded and scale-invariant measure of dispersion for positive random variables, defined through the interplay between the mean and its reciprocal. We derive analytical…

The Gini index is a widely reported measure of income inequality. In some settings, the underlying data used to compute the Gini index are confidential. The organization charged with reporting the Gini index may be concerned that its…

Given that the existing parametric functional forms for the Lorenz curve do not fit all possible size distributions, a universal parametric functional form is introduced. By using the empirical data from different scientific disciplines and…

The key indicators of model stability are the population stability index (PSI), which uses the difference in population distribution, and the Kolmogorov-Smirnov statistic (KS) between two distributions. When deriving a binary choice model,…

A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…

We propose an approach to explain fluctuations in time intervals of financial markets data from the view point of the Gini index. We show the explicit form of the Gini index for a Weibull distribution which is a good candidate to describe…

This paper develops a theory and methodology for estimation of Gini index such that both cost of sampling and estimation error are minimum. Methods in which sample size is fixed in advance, cannot minimize estimation error and sampling cost…

Quantifying distributional separation across groups is fundamental in statistical learning and scientific discovery, yet most classical discrepancy measures are tailored to two-group comparisons. We generalize the underlap coefficient…

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.,…

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

This paper pays tribute to Professor Giovanni Andrea Cornia's lifelong contributions to the measurement of global inequality. We review twelve world and regional databases of the Gini coefficient, illustrate their coverage, overlapping, and…

We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…

Motivated by the importance of measuring the association between the response and predictors in high dimensional data, In this article, we propose a new mean variance test of independence between a categorical random variable and a…

Different strategies of reliability theory for the analysis of coherent systems have been studied by various researchers. Here, the Gini-type index is utilized as an applicable tool for the study and comparison of the ageing properties of…

This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz…