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Journal of Econometrics, 1993
Abstract For describing the distribution of income, a family of maximum entropy density functions is derived under optional side conditions on the distance of the mean income from the minimum income and the absolute Gini index of concentration. Many of the resulting Lorenz curves, obtained from the reciprocal of the density function by repeated ...
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Abstract For describing the distribution of income, a family of maximum entropy density functions is derived under optional side conditions on the distance of the mean income from the minimum income and the absolute Gini index of concentration. Many of the resulting Lorenz curves, obtained from the reciprocal of the density function by repeated ...
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2018
The Lorenz curve is an important instrument for analyzing the size distributions of income, wealth and inequality . The problem of finding an appropriate functional form for a given data set or class of data sets is an important practical and theoretical problem.
Barry C. Arnold, José María Sarabia
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The Lorenz curve is an important instrument for analyzing the size distributions of income, wealth and inequality . The problem of finding an appropriate functional form for a given data set or class of data sets is an important practical and theoretical problem.
Barry C. Arnold, José María Sarabia
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Portfolio Risk Management Usingthe Lorenz Curve [PDF]
The Journal of Portfolio Management, 2014 This article presents a methodology for using the Lorenz curve in financial economics. Most of the recent quantitative risk measures that abide by the rules of second-degree stochastic dominance, such as Gini’s mean difference and conditional value at risk, are associated with the Lorenz curve. With financial data, the Lorenz curve is easy to calculate,
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About the hyperbolic Lorenz curve
Economics Letters, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sarabia, José María +2 more
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The Lorenz Curve and the Concentration Curve
2012The Lorenz and the concentration curves play important roles in the areas of GMD and the related measures such as Gini covariance, Gini correlation, Gini regression, and more. In this chapter we introduce the curves, discuss their properties, and show their connections to the Gini world. In addition, in order to be able to analyze the parallel concepts
Shlomo Yitzhaki, Edna Schechtman
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Relative bipolarization Lorenz curve [PDF]
Economics Bulletin, 2014 This note proposes a relative bipolarization quasi-ordering based on relative bipolarization (RB) Lorenz curves, which is consistent with the quasi-ordering generated by relative bipolarization indices satisfying key axioms. Therefore the quasi-ordering induced by RB Lorenz curves is identical to the one induced by relative bipolarization curves (the ...
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Applications of Lorenz Curves in Economic Analysis
Econometrica, 1977The Lorenz curve relates the cumulative proportion of income units to the cumulative proportion of income received when units are arranged in ascending order of their income. In the past the curve has been mainly used as a convenient graphic device to represent the size distribution of income and wealth.
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Calcutta Statistical Association Bulletin, 1990
ABSTRACT : This is a review article on Lorenz Curve (LC) and Gini index (GI). The focus here is on those aspects of LC and GI which are not reviewed elsewhere. We present here both mathematical and statistical aspects of LC and GI, which include their relevance in economic theory and reliability, and bounds, approximations, extensions and various ...
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ABSTRACT : This is a review article on Lorenz Curve (LC) and Gini index (GI). The focus here is on those aspects of LC and GI which are not reviewed elsewhere. We present here both mathematical and statistical aspects of LC and GI, which include their relevance in economic theory and reliability, and bounds, approximations, extensions and various ...
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LORENZ: Stata module to estimate and display Lorenz curves and concentration curves
2016Lorenz estimates Lorenz and concentration curves from individual-level data and, optionally, displays the results in a graph. Relative as well as generalized, absolute, unnormalized, or custom-normalized Lorenz or concentration curves are supported, and tools for computing contrasts between different subpopulations or outcome variables are provided ...
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