On the problem of inference for inequality measures for heavy‐tailed distributions

DOI10.1111/j.1368-423X.2011.00356.xzbMath1241.62179MaRDI QIDQ2896002

Christian Schluter

Publication date: 13 July 2012

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionsstatistical performancevariance stabilization

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistics of extreme values; tail inference (62G32) Statistical methods; economic indices and measures (91B82) Statistical tables (62Q05) Statistical aspects of information-theoretic topics (62B10)

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Discussion of S.G. Donald et al. and R. Davidson ⋮ Asymptotic and bootstrap inference for top income shares

Cites Work

• Asymptotic and bootstrap inference for inequality and poverty measures
• Income distribution and inequality measurement: the problem of extreme values
• Edgeworth expansions and normalizing transforms for inequality measures
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Bootstrap inference for inequality, mobility and poverty measurement
• Tails of Lorenz curves
• Statistical inference in the presence of heavy tails
• Discussion of S.G. Donald et al. and R. Davidson
• General Saddlepoint Approximations with Applications to L Statistics
• Approximate Power Functions for Some Robust Tests of Regression Coefficients
• Robustness Properties of Inequality Measures
• Saddlepoint Approximations in Statistics

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