Generalized Lorenz curves and convexifications of stochastic processes

DOI10.1239/jap/1067436090zbMath1054.60044OpenAlexW2001860873MaRDI QIDQ4819505

Ričardas Zitikis, Youri Davydov

Publication date: 27 September 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1067436090

zbMATH Keywords

fractional Brownian motionempirical processquantile processLorenz processVervaat processconvex rearrgements

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items (10)

Risk measures, distortion parameters, and their empirical estimation ⋮ Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences ⋮ ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX ⋮ Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data ⋮ Estimating the conditional tail expectation in the case of heavy-tailed losses ⋮ Contrasting the Gini and Zenga indices of economic inequality ⋮ Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution ⋮ Convex rearrangements of Lévy processes ⋮ Asymptotic Behaviors of the Lorenz Curve for Censored Data Under Strong Mixing ⋮ Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise

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