Autori
Shi, Yuyin
Liu, Bing
Qin, Gengsheng

Titolo
Influence function-based empirical likelihood and generalized confidence intervals for the Lorenz curve
Periodico
Statistical methods & applications : Journal of the Italian Statistical Society
Anno: 2020 - Volume: 29 - Fascicolo: 3 - Pagina iniziale: 427 - Pagina finale: 446

This paper aims to solve confidence interval estimation problems for the Lorenz curve. First, we propose new nonparametric confidence intervals using the influence function-based empirical likelihood method. We show that the limiting distributions of the empirical log-likelihood ratio statistics for the Lorenz ordinates are standard chi-square distributions. We also develop “exact” parametric intervals for the Lorenz ordinate based on generalized pivotal quantities when the underlying income distribution is a Pareto distribution or a Lognormal distribution. Extensive simulation studies are conducted to evaluate the finite sample performances of the proposed methods. Finally, we apply our methods to a real income dataset.



SICI: 1618-2510(2020)29:3<427:IFELAG>2.0.ZU;2-T

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