Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
type: Item
instance of: scholarly article
title: Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
zbMATH Open document ID: 1027.60033
DOI: 10.1016/S0167-7152(02)00202-X
author: Youri Davydov
author: Ričardas Zitikis
published in: Statistics \& Probability Letters
publication date: 2003-05-07T00:00:00Z
review text: The Glivenko-Cantelli-type asymptotic behaviour of the generalized Lorenz curves based on a stationary ergodic sequence of random variables with (additive or multiplicative) deterministic noise is considered. As a consequence, a description of the set of limiting curves of the convexifications of stochastic processes with stationary increments and deterministic trends is obtained.
reviewed by: Evgeny Spodarev
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 1906966
zbMATH Keywords: Lorenz curve
zbMATH Keywords: Glivenko-Cantelli-type asymptotics
zbMATH Keywords: stationary process
zbMATH Keywords: ergodic process
zbMATH Keywords: drift
zbMATH Keywords: convexification
zbMATH Keywords: empirical distribution function
zbMATH Keywords: quantile
MaRDI profile type: Publication
cites work: Q5560061
cites work: Q3955608
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full work available at URL: s0167-7152(02)00202-x
OpenAlex ID: W2087086124
description: scientific article; zbMATH DE number 1906966