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Principal component analysis : a generalized Gini approach

Charpentier, Arthur; Mussard, Stéphane; Ouraga, Téa - In: European journal of operational research : EJOR 294 (2021) 1, pp. 236-249

Persistent link: https://www.econbiz.de/10012591358

Gini regressions and heteroskedasticity

Charpentier, Arthur; Ka, Ndéné; Mussard, Stéphane; … - In: Econometrics : open access journal 7 (2019) 1/4, pp. 1-16

We propose an Aitken estimator for Gini regression. The suggested A -Gini estimator is proven to be a U-statistics. Monte Carlo simulations are provided to deal with heteroskedasticity and to make some comparisons between the generalized least squares and the Gini regression. A Gini-White test...

Persistent link: https://www.econbiz.de/10012025711

The bidimensional decomposition of the Gini ratio : a case stduy: Italy

Mussard, Stéphane - In: Applied economics letters 11 (2004) 8, pp. 503-505

Persistent link: https://www.econbiz.de/10002116727

Une nouvelle décomposition de la mesure de Gini et les modèles de Keynes, Solow, Romer et Mundell & Fleming

Mussard, Stéphane - In: Economie appliquée : archives de l'Institut de … 57 (2004) 3, pp. 27-49

Persistent link: https://www.econbiz.de/10002418813

Une réconciliation entre la décomposition en sous-groupes et la décomposition en sources de revenu de l'indice de Gini : la multi-décomposition de l'indicateur de Gini

Mussard, Stéphane - In: Annales d'économie et de statistique 81 (2006), pp. 169-193

Persistent link: https://www.econbiz.de/10003376924

Pareto models for top incomes and wealth

Charpentier, Arthur; Flachaire, Emmanuel - In: Journal of economic inequality 20 (2022) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10013271847

Decomposition of Gini and the generalized entropy inequality measures

Mussard, Stéphane (contributor); … - In: Economics bulletin : EB (2003)

Persistent link: https://www.econbiz.de/10002490922

Méthodes de décomposition de la volatilité d'un portefeuille : une nouvelle approche d'estimation des risques par l'indice de Gini

Mussard, Stéphane; Terraza, Virginie - In: Revue d'économie politique 114 (2004) 4, pp. 557-571

Persistent link: https://www.econbiz.de/10002233811

Macro/micro-economic modelling and Gini multi-decomposition : an application to the Philippines

Mussard, Stéphane; Savard, Luc - In: Journal of income distribution : an international quarterly 19 (2010) 2, pp. 51-78

Persistent link: https://www.econbiz.de/10009232188

Quadratic Pen's parade and the coomputation of the Gini index

Mussard, Stéphane; Kamdem, J. Sadefo; Guibbaud-Seyte, … - In: The review of income and wealth : journal of the … 57 (2011) 3, pp. 583-587

Persistent link: https://www.econbiz.de/10009384018