Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise (Q1871291)
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scientific article; zbMATH DE number 1906966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise |
scientific article; zbMATH DE number 1906966 |
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Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise (English)
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7 May 2003
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The Glivenko-Cantelli-type asymptotic behaviour of the generalized Lorenz curves based on a stationary ergodic sequence of random variables with (additive or multiplicative) deterministic noise is considered. As a consequence, a description of the set of limiting curves of the convexifications of stochastic processes with stationary increments and deterministic trends is obtained.
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Lorenz curve
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Glivenko-Cantelli-type asymptotics
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stationary process
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ergodic process
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drift
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convexification
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empirical distribution function
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quantile
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