Results 251 to 260 of about 73,998 (302)
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Journal of Econometrics, 1989
A family of elliptic Lorenz curves is proposed for fitting grouped income data. The associated distribution and density functions are displayed together with the Gini indices. Estimation procedures are discussed. Comparisons are made with alternative models using Australian 1967--68 income data.
Villaseñor, José A., Arnold, Barry C.
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A family of elliptic Lorenz curves is proposed for fitting grouped income data. The associated distribution and density functions are displayed together with the Gini indices. Estimation procedures are discussed. Comparisons are made with alternative models using Australian 1967--68 income data.
Villaseñor, José A., Arnold, Barry C.
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Economics Letters, 2005
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Sarabia, José María +3 more
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Sarabia, José María +3 more
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Lorenz Densities and Lorenz Curves
2014Lorenz curves and Lorenz densities are introduced for real-valued random variables with finite and strictly positive expectation. Gastritic’s definition of a Lorenz curve is used. Basic properties of Lorenz curves are given as well as approximation results.
Thomas Kämpke, Franz Josef Radermacher
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Journal of Econometrics, 2002
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Schluter, Christian, Trede, Mark
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Schluter, Christian, Trede, Mark
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Economics Letters, 2010
Abstract This paper presents a functional form, linear in the parameters, to deal with income distribution and Lorenz curves. The function is fitted to the Brazilian income distribution. Data standard deviations were estimated from year-to-year variation of the income share.
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Abstract This paper presents a functional form, linear in the parameters, to deal with income distribution and Lorenz curves. The function is fitted to the Brazilian income distribution. Data standard deviations were estimated from year-to-year variation of the income share.
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Identification of the Lorenz curve by Lorenz coefficient
Weltwirtschaftliches Archiv, 1981Die Identifikation der Lorenzkurve durch Lorenzkoeffizienten. — Der aus der Lorenzkurve abgeleitete Gini-Koeffizient vermittelt einen guten Eindruck von dem Ma\ an Ungleichheit. WAhrend sich jedoch eine Lorenzkurve auf den Gini-Koeffizienten im VerhAltnis eins zu eins ubertragen lA\t, entspricht — in der entgegengesetzten Richtung — ein Gini ...
Koo, Anthony Y. C. +2 more
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2010
We study the Generalized Lorenz curves of the minima of samples from a random variable. These Lorenz curves can be used to compare distributions in terms of their variability and define coherent risk measures. The dual Lorenz curves of the maxima of samples from the random variable are also considered.
Ignacio Cascos, Miguel Mendes
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We study the Generalized Lorenz curves of the minima of samples from a random variable. These Lorenz curves can be used to compare distributions in terms of their variability and define coherent risk measures. The dual Lorenz curves of the maxima of samples from the random variable are also considered.
Ignacio Cascos, Miguel Mendes
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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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