Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise

We consider the Glivenko-Cantelli-type asymptotic behaviour of the empirical generalized Lorenz curves based on random variables forming a stationary ergodic sequence with deterministic noise. As a consequence of these results, we obtain a description of the set of limiting curves of the convexifications of stochastic processes with stationary increments and deterministic trends.

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Year of publication:	2002
Authors:	Davydov, Youri ; Zitikis, Ricardas
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 59.2002, 4, p. 329-340
Publisher:	Elsevier
Keywords:	Lorenz curve Ergodic process Stationary process Convexification

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074520