Statistical foundations for assessing the difference between the classical and weighted-Gini betas
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Publication:1702429
DOI10.3103/S1066530717040020MaRDI QIDQ1702429
Ričardas Zitikis, N. V. Gribkova
Publication date: 28 February 2018
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.05510
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)
Related Items (6)
Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants ⋮ On the strong law of large numbers for linear combinations of concomitants ⋮ Statistical detection and classification of background risks affecting inputs and outputs ⋮ Weighted allocations, their concomitant-based estimators, and asymptotics ⋮ Non-parametric inference for Gini covariance and its variants ⋮ Empirical tail conditional allocation and its consistency under minimal assumptions
Uses Software
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