On the Gini measure decomposition

DOI10.1016/J.SPL.2010.10.005zbMath1206.62183OpenAlexW2079904289MaRDI QIDQ618021

Paolo Giudici, Emanuela Raffinetti

Publication date: 14 January 2011

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

Full work available at URL: https://doi.org/10.1016/j.spl.2010.10.005

zbMATH Keywords

concordance curveGini rank dependence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics (62P99) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Lorenz model selection ⋮ Cyber risk ordering with rank-based statistical models

Cites Work

• Economic distance and overlapping of distributions
• Generalized Lorenz curve and monotone dependence orderings
• Measuring classifier performance: a coherent alternative to the area under the ROC curve
• The Lorenz Zonoid of a Multivariate Distribution
• ROC Curves for Continuous Data

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