Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data

DOI10.1016/j.jspi.2006.06.032zbMath1107.60017OpenAlexW2078030405MaRDI QIDQ866638

Davar Khoshnevisan, Ričardas Zitikis, Youri Davydov, Zhan Shi

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.032

zbMATH Keywords

fractional Brownian motionGini indices

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

Related Items (6)

Generalized Lorenz curves and convexifications of stochastic processes ⋮ A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion ⋮ Stability of \(L\)-statistics from weakly dependent observations ⋮ 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

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