Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise

DOI10.1016/S0167-7152(02)00202-XzbMath1027.60033OpenAlexW2087086124MaRDI QIDQ1871291

Ričardas Zitikis, Youri Davydov

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00202-x

zbMATH Keywords

convexificationstationary processquantileempirical distribution functiondriftLorenz curveergodic processGlivenko-Cantelli-type asymptotics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10)

Related Items

Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences ⋮ ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX ⋮ Deterministic noises that can be statistically distinguished from the random ones ⋮ Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution ⋮ Asymptotic Behaviors of the Lorenz Curve for Censored Data Under Strong Mixing

Cites Work

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• A General Definition of the Lorenz Curve