On the asymptotic distribution of (generalized) Lorenz transvariation measures

DOI10.1007/S40300-017-0117-ZzbMath1384.62052OpenAlexW2734883422MaRDI QIDQ1701049

Teng Wah Leo

Publication date: 22 February 2018

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-017-0117-z

zbMATH Keywords

asymptotic distributionLorenz curveGini transvariationsubsampling inference

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)

Cites Work

• Subsampling
• Almost Lorenz dominance
• Large sample confidence regions based on subsamples under minimal assumptions
• Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
• Distribution-Free Statistical Inference with Lorenz Curves and Income Shares
• Testing for the stochastic dominance efficiency of a given portfolio
• Consistent Testing for Stochastic Dominance under General Sampling Schemes

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