Results 251 to 260 of about 74,418 (293)
Some of the next articles are maybe not open access.

Fitting Lorenz curves

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.
openaire   +1 more source

Identification of the Lorenz curve by Lorenz coefficient

Weltwirtschaftliches Archiv, 1981
Die 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
openaire   +1 more source

Lorenz Curves of extrema

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
openaire   +1 more source

Maximum entropy Lorenz curves

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 ...
openaire   +2 more sources

Families of Lorenz Curves

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
openaire   +1 more source

Portfolio Risk Management Usingthe Lorenz Curve [PDF]

open access: possibleThe 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,
openaire   +1 more source

About the hyperbolic Lorenz curve

Economics Letters, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sarabia, José María   +2 more
openaire   +1 more source

Fitting the Lorenz curve

2013
Statistica; Vol 47, No 3 (1987)
openaire   +1 more source

The Lorenz Curve and the Concentration Curve

2012
The 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
openaire   +1 more source

Home - About - Disclaimer - Privacy