Estimation of Zenga's new index of economic inequality in heavy tailed populations

In this work we propose a new estimator for Zenga's inequality measure in heavy tailed populations. The new estimator is based on the Weissman estimator for high quantiles. We will show that, under fairly general conditions, it has asymptotic normal distribution. Further we present the results of a simulation study where we compare confidence intervals based on the new estimator with those based on the plug-in estimator.

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Year of publication:	2011-06-02
Authors:	Greselin, Francesca ; Pasquazzi, Leo

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Greselin, Francesca and Pasquazzi, Leo (2011): Estimation of Zenga's new index of economic inequality in heavy tailed populations.
Classification:	C13 - Estimation ; D63 - Equity, Justice, Inequality, and Other Normative Criteria and Measurement ; C14 - Semiparametric and Nonparametric Methods
Source:	BASE

Persistent link: https://www.econbiz.de/10015227074